Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems
Damir Z. Arov, Harry Dym
Springer Nature Switzerland AG, 2018
133,25 €On orderDelivery: 2-3 weeks
The main focus is on the analytic counterpart of these problems, which amounts to computing projections onto subspaces of a Hilbert space of p x 1 vector valued functions with an inner product that is defined in terms of the p x p matrix valued spectral density of the process.
- ISBN-13
- 9783030099442
- ISBN-10
- 303009944X
- Publisher
- Springer Nature Switzerland AG
- Year
- 2018
- Publication date
- 2018-12-25
- Pages
- 405
- Dimensions
- 235x155x