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Multivariate prediction and matrix Szegö theory

Published 5 Mar 2012 in math.PR | (1203.0962v1)

Abstract: 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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Authors (1)

  1. N. H. Bingham 

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