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

By  Harry Dym

Usually dispatched within 3 - 5 business days.

In Stock (494)

£ 119.99

Description

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.

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