Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems
This monograph deals primarily with the prediction of vector valued stochastic processes that are either weakly stationary, or have weakly stationary increments, from finite segments of their past. The main focus is on the analytic counterpart of these pr
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Damir Z. Arov Harry Dym
Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems
Operator Theory: Advances and Applications Volume 266 Founded in 1979 by Israel Gohberg
Editors: Joseph A. Ball (Blacksburg, VA, USA) Albrecht Böttcher (Chemnitz, Germany) Harry Dym (Rehovot, Israel) Heinz Langer (Wien, Austria) Christiane Tretter (Bern, Switzerland) Associate Editors: Vadim Adamyan (Odessa, Ukraine) Wolfgang Arendt (Ulm, Germany) B. Malcolm Brown (Cardiff, UK) Raul Curto (Iowa, IA, USA) Kenneth R. Davidson (Waterloo, ON, Canada) Fritz Gesztesy (Waco, TX, USA) Pavel Kurasov (Stockholm, Sweden) Vern Paulsen (Houston, TX, USA) Mihai Putinar (Santa Barbara, CA, USA) Ilya Spitkovsky (Abu Dhabi, UAE)
Honorary and Advisory Editorial Board: Lewis A. Coburn (Buffalo, NY, USA) Ciprian Foias (College Station, TX, USA) J.William Helton (San Diego, CA, USA) Marinus A. Kaashoek (Amsterdam, NL) Thomas Kailath (Stanford, CA, USA) Peter Lancaster (Calgary, Canada) Peter D. Lax (New York, NY, USA) Bernd Silbermann (Chemnitz, Germany) Harold Widom (Santa Cruz, CA, USA)
Subseries Linear Operators and Linear Systems Subseries editors: Daniel Alpay (Orange, CA, USA) Birgit Jacob (Wuppertal, Germany) André C.M. Ran (Amsterdam, The Netherlands) Subseries Advances in Partial Differential Equations Subseries editors: Bert-Wolfgang Schulze (Potsdam, Germany) Michael Demuth (Clausthal, Germany) Jerome A. Goldstein (Memphis, TN, USA) Nobuyuki Tose (Yokohama, Japan) Ingo Witt (Göttingen, Germany)
More information about this series at http://www.springer.com/series/4850
Damir Z. Arov • Harry Dym
Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems
Damir Z. Arov Institute of Physics and Mathematics South Ukrainian National Pedagogical University Odessa, Ukraine
Harry Dym Department of Mathematics Weizmann Institute Rehovot, Israel
ISSN 0255-0156 ISSN 2296-4878 (electronic) Operator Theory: Advances and Applications ISBN 978-3-319-70261-2 ISBN 978-3-319-70262-9 (eBook) https://doi.org/10.1007/978-3-319-70262-9 Library of Congress Control Number: 2018940159 © Springer International Publishing AG, part of Springer Nature 2018 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed t
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