Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems - Couverture rigide

Arov, Damir Z.; Dym, Harry

9783319702612: Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems

Couverture rigide

ISBN 10 : 3319702610 ISBN 13 : 9783319702612

Editeur : Birkhauser Verlag AG, 2018

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Proposes solutions for prediction problemsDevelops the basics of Krein and de Branges theories in a new settingMakes the transition from one to several dimensions

Les informations fournies dans la section � Synopsis � peuvent faire r�f�rence � une autre �dition de ce titre.

�diteur: Birkhauser Verlag AG
Date d'�dition: 2018
Langue: anglais
ISBN 10: 3319702610
ISBN 13: 9783319702612
Reliure: Reli�
Nombre de pages: 405
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Personne responsable: non disponible

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9783030099442: Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems

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

Arov, Damir Z.; Dym, Harry

Edit� par Cham, Birkh�user., 2018

ISBN 10 : 3319702610 ISBN 13 : 9783319702612

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Vendeur : Universit�tsbuchhandlung Herta Hold GmbH, Berlin, Allemagne

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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 r�f. du vendeur 6477FB

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

Damir Z. Arov|Harry Dym

Edit� par Springer International Publishing, 2018

ISBN 10 : 3319702610 ISBN 13 : 9783319702612

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Etat : 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 r�f. du vendeur 173950097

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

Harry Dym

Edit� par Springer International Publishing, 2018

ISBN 10 : 3319702610 ISBN 13 : 9783319702612

Neuf Couverture rigide

Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne

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Buch. Etat : 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 r�f. du vendeur 9783319702612

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

Harry Dym

Edit� par Springer International Publishing Jun 2018, 2018

ISBN 10 : 3319702610 ISBN 13 : 9783319702612

Neuf Couverture rigide

impression � la demande

Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne

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Buch. Etat : 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 r�f. du vendeur 9783319702612

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

Harry Dym

Edit� par Springer International Publishing, Springer International Publishing Jun 2018, 2018

ISBN 10 : 3319702610 ISBN 13 : 9783319702612

Neuf Couverture rigide

Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Buch. Etat : 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 r�f. du vendeur 9783319702612

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