Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems (Operator Theory: Advances and Applications, 266)

Arov, Damir Z.; Dym, Harry

ISBN 10: 3319702610 ISBN 13: 9783319702612

Editorial: Birkhäuser, 2018

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Sinopsis:

Introduction.- Analytic preliminaries.- The de Branges spaces B(E) and H(A).- Three extension problems.- Spectral functions for ci problems.- Inverse spectral problems.- Generalizations.- Real and symmetric constraints.- Past and Future.- Conservative and passive systems.- Rational spectral densities.

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T�tulo: Multivariate Prediction, de Branges Spaces, ...
Editorial: Birkh�user
A�o de publicaci�n: 2018
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Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems.

Arov, Damir Z.; Dym, Harry

Publicado por Cham, Birkh�user., 2018

ISBN 10: 3319702610 ISBN 13: 9783319702612

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25 cm. XIV, 405 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband besto�en, daher M�ngelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Operator Theory: Advances and Applications. Volume 266. Sprache: Englisch. N� de ref. del art�culo: 6477FB

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

Damir Z. Arov|Harry Dym

Publicado por Springer International Publishing, 2018

ISBN 10: 3319702610 ISBN 13: 9783319702612

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Condici�n: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. &nbsp &nbspThis 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 count. N� de ref. del art�culo: 173950097

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

Harry Dym (u. a.)

Publicado por Springer International Publishing, 2018

ISBN 10: 3319702610 ISBN 13: 9783319702612

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Buch. Condici�n: Neu. Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems | Harry Dym (u. a.) | Buch | xiv | Englisch | 2018 | Springer International Publishing | EAN 9783319702612 | Verantwortliche Person f�r die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. N� de ref. del art�culo: 111055140

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

Harry Dym

Publicado por Springer International Publishing, 2018

ISBN 10: 3319702610 ISBN 13: 9783319702612

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Buch. Condici�n: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 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. The strategy is to identify these subspaces as vector valued de Branges spaces and then to express projections in terms of the reproducing kernels of these spaces and/or in terms of a generalized Fourier transform that is obtained from the solution of an associated inverse spectral problem. Subsequently, the projection of the past onto the future and the future onto the past is interpreted in terms of the range of appropriately defined Hankel operators and their adjoints, and, in the last chapter, assorted computations are carried out for rational spectral densities. The underlying mathematics needed to tackle this class of problems is developed in careful detail, but, to ease the reading, an attempt is made to avoid excessive generality. En route a number of results that, to the best of our knowledge, were only known for p = 1 are generalized to the case p > 1. N� de ref. del art�culo: 9783319702612

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

Harry Dym

Publicado por Springer International Publishing, Springer International Publishing Jun 2018, 2018

ISBN 10: 3319702610 ISBN 13: 9783319702612

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Buch. Condici�n: Neu. Neuware -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 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. The strategy is to identify these subspaces as vector valued de Branges spaces and then to express projections in terms of the reproducing kernels of these spaces and/or in terms of a generalized Fourier transform that is obtained from the solution of an associated inverse spectral problem. Subsequently, the projection of the past onto the future and the future onto the past is interpreted in terms of the range of appropriately defined Hankel operators and their adjoints, and, in the last chapter, assorted computations are carried out for rational spectral densities. The underlying mathematics needed to tackle this class of problems is developed in careful detail, but, to ease the reading, an attempt is made to avoid excessive generality. En route a number of results that, to the best of our knowledge, were only known for p = 1 are generalized to the case p > 1.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 420 pp. Englisch. N� de ref. del art�culo: 9783319702612

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

Harry Dym

Publicado por Springer International Publishing Jun 2018, 2018

ISBN 10: 3319702610 ISBN 13: 9783319702612

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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania

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Buch. Condici�n: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 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. The strategy is to identify these subspaces as vector valued de Branges spaces and then to express projections in terms of the reproducing kernels of these spaces and/or in terms of a generalized Fourier transform that is obtained from the solution of an associated inverse spectral problem. Subsequently, the projection of the past onto the future and the future onto the past is interpreted in terms of the range of appropriately defined Hankel operators and their adjoints, and, in the last chapter, assorted computations are carried out for rational spectral densities. The underlying mathematics needed to tackle this class of problems is developed in careful detail, but, to ease the reading, an attempt is made to avoid excessive generality. En route a number of results that, to the best of our knowledge, were only known for p = 1 are generalized to the case p > 1. 420 pp. Englisch. N� de ref. del art�culo: 9783319702612

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