Multivariate prediction and matrix Szegö theory

Details Multivariate prediction and matrix Szegö theory Multivariate prediction and matrix Szegö theory

2012-03-05

arxiv.org/abs/1203.0962v1

Mathematics

Probability

16 pages

Scientific paper

Following the recent survey by the same author of Szeg\"o'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).

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