Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems
Damir Z. Arov, Harry Dym
Birkhauser Verlag 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
- 9783319702612
- ISBN-10
- 3319702610
- Publisher
- Birkhauser Verlag AG
- Year
- 2018
- Publication date
- 2018-06-09
- Pages
- 405
- Dimensions
- 241x165x31
- Weight
- 784