The Inverse Spectral Problem for Self-Adjoint Hankel Operators
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In §8.5 we have considered a geometric problem in the theory of stationary Gaussian processes and we have reduced this problem to the problem of the description of the bounded linear operators on Hilbert space that are unitarily equivalent to moduli of Hankel operators. In this chapter we are going to solve the latter problem, which in turn will lead to a solution of the above geometric problem in prediction theory.
KeywordsHilbert Space Inverse Problem Asymptotic Stability Bounded Linear Operator Hankel Operator
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