Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems

• Κύριοι συγγραφείς: Arov, Damir Z. (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Dym, Harry (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Birkhäuser, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Operator Theory: Advances and Applications, 266
• Θέματα: Operator theory.; Probabilities.; Operator Theory.; Probability Theory and Stochastic Processes.

This monograph deals primarily with the prediction of vector valued stochastic processes that are either weakly stationary, or have weakly stationary increments, from finite segments of their past. The main focus is on the analytic counterpart of these problems, which amounts to computing projection...