论文标题

固定过程和toeplitz光谱的近似

Approximation of stationary processes and Toeplitz Spectra

论文作者

Picci, Giorgio, Zhu, Bin

论文摘要

我们通过一类简单的纯粹确定性信号来研究固定过程的近似值。这在有限等级的子膜片中具有分析性的对称正定toeplitz矩阵的近似值。我们提出了它们之间的距离概念,并证明了弱的感觉近似结果。

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.

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