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

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...

Ausführliche Beschreibung

Bibliographische Detailangaben

1. Verfasser:	Arov, Damir Z. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	Englisch
Veröffentlicht:	Cham : Springer International Publishing, 2018.
Ausgabe:	1st ed. 2018.
Schriftenreihe:	Operator Theory: Advances and Applications, 266
Schlagworte:	Operator theory. Probabilities.
ISBN:	9783319702629
ISSN:	0255-0156 ;
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