Approximation of stationary processes and Toeplitz Spectra

Autor:	Picci, Giorgio, Zhu, Bin
Rok vydání:	2020
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	We study the approximation of stationary processes by a simple class of purely deterministic signals. This has an analytic counterpart in the approximation of symmetric positive definite Toeplitz matrices by submatrices of finite rank. We propose a notion of distance between them and prove a weak sense approximation result.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2009.05758 Zobrazit plný text záznamu View this record from Arxiv