A method of approximate factorization of positive definite matrix functions

• Autorzy: Gigla Janashia , Edem Lagvilava
• Języki publikacji: EN

Abstrakty

EN

An algorithm of factorization of positive definite matrix functions of second order is proposed.

Słowa kluczowe

EN

positive definite matrix function; factorization

Kategorie tematyczne

• 47A68: Factorization theory (including Wiener-Hopf and spectral factorizations)

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 1999
• Tom: 137
• Numer: 1
• Strony: 93-100

Daty

wydano

1999

otrzymano

1999-01-18

poprawiono

1999-03-09

Twórcy

autor

Gigla Janashia

• A. Razmadze Mathematical Institute, Georgian Academy of Sciences, 1, M. Aleksidze St., Tbilisi 380093, Georgia

autor

Edem Lagvilava

• A. Razmadze Mathematical Institute, Georgian Academy of Sciences, 1, M. Aleksidze St., Tbilisi 380093, Georgia

Bibliografia

• [1] P. L. Duren, Theory of $H^p$ Spaces, Academic Press, 1970.
• [2] A. N. Kolmogorov, Stationary sequences in Hilbert space, Vestnik Moskov. Gos. Univ. 2 (1941), 1-40 (in Russian).
• [3] P. Masani, The prediction theory of multivariate stochastic processes, III, Acta Math. 104 (1960), 141-162.
• [4] N. Wiener, On the factorization of matrices, Comm. Math. Helv. 29 (1955), 97-111.
• [5] N. Wiener and E. J. Akutowicz, A factorization of positive Hermitian matrices, J. Math. Mech. 8 (1959), 111-120.
• [6] N. Wiener and P. Masani, The prediction theory of multivariate stochastic processes, I, Acta Math. 98 (1957), 111-150.
• [7] N. Wiener and P. Masani, The prediction theory of multivariate stochastic processes, II, ibid. 99 (1958), 93-137.