Multivariate prediction and matrix Szegö theory
نویسندگان
چکیده
Following the recent survey by the same author of Szegö’s theorem and orthogonal polynomials on the unit circle (OPUC) in the scalar case, we survey the corresponding multivariate prediction theory and matrix OPUC (MOPUC). AMS 2000 subject classifications: Primary 60G10; secondary 60G25.
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تاریخ انتشار 2011