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20072023
most citedAn explicit representation of Verblunsky coefficients

16 citations · 94 across the 35 of their papers we have counts for

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12 papers · 1 filter

math.PR2023

Szego Theorem for Operator Orthogonal Polynomials

Badr Missaoui, Nicholas H. Bingham

In this paper, we extend some classical results of the Szego theory of orthogonal polynomials on the unit circle to the infinite-dimensional case, and we establish the correspondin…

math.PR2021

Gaussian random fields: with and without covariances

N. H. Bingham, Tasmin L. Symons

We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Ma…

math.PR2021

Prediction theory in continuous time

N. H. Bingham

We consider prediction theory for stationary stochastic processes in continuous time. We discuss prediction using the whole (infinite) past, and using only a finite section of the…

math.PR2020★ 1 cited

Prediction Theory for Stationary Functional Time Series

Nicholas Hugh Bingham

We survey aspects of prediction theory in infinitely many dimensions, with a view to the theory and applications of functional time series.

math.PR2020

Extremes and regular variation

N. H. Bingham, A. J. Ostaszewski

We survey the connections between extreme-value theory and regular variation, in one and higher dimensions, from the algebraic point of view of our recent work on Popa groups.

math.PR2018★ 1 cited

Gaussian random fields on the sphere and sphere cross line

N. H. Bingham, Tasmin L. Symons

We review the Dudley integral for the Belyaev dichotomy applied to Gaussian processes on spheres, and discuss the approximate (or restricted) continuity of paths in the discontinuo…