Multivariate prediction and matrix Szegö theory

Abstract

Following the recent survey by the same author of Szegö'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).

16 pages

References in corpus (4)

• The Analytic Theory of Matrix Orthogonal Polynomials
• An explicit representation of Verblunsky coefficients
• Szegő's theorem for matrix orthogonal polynomials
• Szegö's Theorem and its Probabilistic Descendants

Cited by in corpus (1)

• Szegö's Theorem and its Probabilistic Descendants