Toeplitz Forms and Their Applications

Toeplitz Forms and Their Applications PDF Author: Ulf Grenander
Publisher: Univ of California Press
ISBN:
Category : Forms (Mathematics).
Languages : en
Pages : 260

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Book Description

Toeplitz Forms and Their Applications

Toeplitz Forms and Their Applications PDF Author: Ulf Grenander
Publisher: Univ of California Press
ISBN:
Category : Forms (Mathematics).
Languages : en
Pages : 260

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Book Description


Toeplitz Matrices and Operators

Toeplitz Matrices and Operators PDF Author: Nikolaï Nikolski
Publisher: Cambridge University Press
ISBN: 110719850X
Category : Mathematics
Languages : en
Pages : 453

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Book Description
A friendly introduction to Toeplitz theory and its applications throughout modern functional analysis.

Toeplitz and Circulant Matrices

Toeplitz and Circulant Matrices PDF Author: Robert M. Gray
Publisher: Now Publishers Inc
ISBN: 1933019239
Category : Computers
Languages : en
Pages : 105

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Book Description
The fundamental theorems on the asymptotic behavior of eigenvalues, inverses, and products of banded Toeplitz matrices and Toeplitz matrices with absolutely summable elements are derived in a tutorial manner. Mathematical elegance and generality are sacrificed for conceptual simplicity and insight in the hope of making these results available to engineers lacking either the background or endurance to attack the mathematical literature on the subject. By limiting the generality of the matrices considered, the essential ideas and results can be conveyed in a more intuitive manner without the mathematical machinery required for the most general cases. As an application the results are applied to the study of the covariance matrices and their factors of linear models of discrete time random processes. The fundamental theorems on the asymptotic behavior of eigenvalues, inverses, and products of banded Toeplitz matrices and Toeplitz matrices with absolutely summable elements are derived in a tutorial manner. Mathematical elegance and generality are sacrificed for conceptual simplicity and insight in the hope of making these results available to engineers lacking either the background or endurance to attack the mathematical literature on the subject. By limiting the generality of the matrices considered, the essential ideas and results can be conveyed in a more intuitive manner without the mathematical machinery required for the most general cases. As an application the results are applied to the study of the covariance matrices and their factors of linear models of discrete time random processes.

Spectral Properties of Banded Toeplitz Matrices

Spectral Properties of Banded Toeplitz Matrices PDF Author: Albrecht Boettcher
Publisher: SIAM
ISBN: 9780898717853
Category : Mathematics
Languages : en
Pages : 421

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Book Description
This self-contained introduction to the behavior of several spectral characteristics of large Toeplitz band matrices is the first systematic presentation of a relatively large body of knowledge. Covering everything from classic results to the most recent developments, Spectral Properties of Banded Toeplitz Matrices is an important resource. The spectral characteristics include determinants, eigenvalues and eigenvectors, pseudospectra and pseudomodes, singular values, norms, and condition numbers. Toeplitz matrices emerge in many applications and the literature on them is immense. They remain an active field of research with many facets, and the material on banded ones until now has primarily been found in research papers.

Handbook of Linear Algebra

Handbook of Linear Algebra PDF Author: Leslie Hogben
Publisher: CRC Press
ISBN: 1420010573
Category : Mathematics
Languages : en
Pages : 1402

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Book Description
The Handbook of Linear Algebra provides comprehensive coverage of linear algebra concepts, applications, and computational software packages in an easy-to-use handbook format. The esteemed international contributors guide you from the very elementary aspects of the subject to the frontiers of current research. The book features an accessibl

Quasi-Likelihood And Its Application

Quasi-Likelihood And Its Application PDF Author: Christopher C. Heyde
Publisher: Springer Science & Business Media
ISBN: 0387226796
Category : Mathematics
Languages : en
Pages : 236

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Book Description
The first account in book form of all the essential features of the quasi-likelihood methodology, stressing its value as a general purpose inferential tool. The treatment is rather informal, emphasizing essential principles rather than detailed proofs, and readers are assumed to have a firm grounding in probability and statistics at the graduate level. Many examples of the use of the methods in both classical statistical and stochastic process contexts are provided.

Laurent Series and their Padé Approximations

Laurent Series and their Padé Approximations PDF Author: A. Bultheel
Publisher: Birkhäuser
ISBN: 303489306X
Category : Science
Languages : en
Pages : 277

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Book Description
The Pade approximation problem is, roughly speaking, the local approximation of analytic or meromorphic functions by rational ones. It is known to be important to solve a large scale of problems in numerical analysis, linear system theory, stochastics and other fields. There exists a vast literature on the classical Pade problem. However, these papers mostly treat the problem for functions analytic at 0 or, in a purely algebraic sense, they treat the approximation of formal power series. For certain problems however, the Pade approximation problem for formal Laurent series, rather than for formal power series seems to be a more natural basis. In this monograph, the problem of Laurent-Pade approximation is central. In this problem a ratio of two Laurent polynomials in sought which approximates the two directions of the Laurent series simultaneously. As a side result the two-point Pade approximation problem can be solved. In that case, two series are approximated, one is a power series in z and the other is a power series in z-l. So we can approximate two, not necessarily different functions one at zero and the other at infinity.

Spectral Theory, Mathematical System Theory, Evolution Equations, Differential and Difference Equations

Spectral Theory, Mathematical System Theory, Evolution Equations, Differential and Difference Equations PDF Author: Wolfgang Arendt
Publisher: Springer Science & Business Media
ISBN: 3034802978
Category : Mathematics
Languages : en
Pages : 684

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Book Description
The present volume contains a collection of original research articles and expository contributions on recent developments in operator theory and its multifaceted applications. They cover a wide range of themes from the IWOTA 2010 conference held at the TU Berlin, Germany, including spectral theory, function spaces, mathematical system theory, evolution equations and semigroups, and differential and difference operators. The book encompasses new trends and various modern topics in operator theory, and serves as a useful source of information to mathematicians, scientists and engineers.

Dependence in Probability and Statistics

Dependence in Probability and Statistics PDF Author: Patrice Bertail
Publisher: Springer Science & Business Media
ISBN: 038736062X
Category : Mathematics
Languages : en
Pages : 491

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Book Description
This book gives an account of recent developments in the field of probability and statistics for dependent data. It covers a wide range of topics from Markov chain theory and weak dependence with an emphasis on some recent developments on dynamical systems, to strong dependence in times series and random fields. There is a section on statistical estimation problems and specific applications. The book is written as a succession of papers by field specialists, alternating general surveys, mostly at a level accessible to graduate students in probability and statistics, and more general research papers mainly suitable to researchers in the field.

The Gohberg Anniversary Collection

The Gohberg Anniversary Collection PDF Author: Dym
Publisher: Birkhäuser
ISBN: 303489144X
Category : Science
Languages : en
Pages : 1022

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Book Description
R. S. PHILLIPS I am very gratified to have been asked to give this introductory talk for our honoured guest, Israel Gohberg. I should like to begin by spending a few minutes talking shop. One of the great tragedies of being a mathematician is that your papers are read so seldom. On the average ten people will read the introduction to a paper and perhaps two of these will actually study the paper. It's difficult to know how to deal with this problem. One strategy which will at least get you one more reader, is to collaborate with someone. I think Israel early on caught on to this, and I imagine that by this time most of the analysts in the world have collaborated with him. He continues relentlessly in this pursuit; he visits his neighbour Harry Dym at the Weizmann Institute regularly, he spends several months a year in Amsterdam working with Rien Kaashoek, several weeks in Maryland with Seymour Goldberg, a couple of weeks here in Calgary with Peter Lancaster, and on the rare occasions when he is in Tel Aviv, he takes care of his many students.