# A method of approximate factorization of positive definite matrix functions

Gigla Janashia; Edem Lagvilava

Studia Mathematica (1999)

- Volume: 137, Issue: 1, page 93-100
- ISSN: 0039-3223

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topJanashia, Gigla, and Lagvilava, Edem. "A method of approximate factorization of positive definite matrix functions." Studia Mathematica 137.1 (1999): 93-100. <http://eudml.org/doc/216677>.

@article{Janashia1999,

abstract = {An algorithm of factorization of positive definite matrix functions of second order is proposed.},

author = {Janashia, Gigla, Lagvilava, Edem},

journal = {Studia Mathematica},

keywords = {positive definite matrix function; factorization; positive definite matrix functions},

language = {eng},

number = {1},

pages = {93-100},

title = {A method of approximate factorization of positive definite matrix functions},

url = {http://eudml.org/doc/216677},

volume = {137},

year = {1999},

}

TY - JOUR

AU - Janashia, Gigla

AU - Lagvilava, Edem

TI - A method of approximate factorization of positive definite matrix functions

JO - Studia Mathematica

PY - 1999

VL - 137

IS - 1

SP - 93

EP - 100

AB - An algorithm of factorization of positive definite matrix functions of second order is proposed.

LA - eng

KW - positive definite matrix function; factorization; positive definite matrix functions

UR - http://eudml.org/doc/216677

ER -

## References

top- [1] P. L. Duren, Theory of ${H}^{p}$ Spaces, Academic Press, 1970. Zbl0215.20203
- [2] A. N. Kolmogorov, Stationary sequences in Hilbert space, Vestnik Moskov. Gos. Univ. 2 (1941), 1-40 (in Russian).
- [3] P. Masani, The prediction theory of multivariate stochastic processes, III, Acta Math. 104 (1960), 141-162. Zbl0096.11505
- [4] N. Wiener, On the factorization of matrices, Comm. Math. Helv. 29 (1955), 97-111. Zbl0064.06301
- [5] N. Wiener and E. J. Akutowicz, A factorization of positive Hermitian matrices, J. Math. Mech. 8 (1959), 111-120. Zbl0082.28103
- [6] N. Wiener and P. Masani, The prediction theory of multivariate stochastic processes, I, Acta Math. 98 (1957), 111-150. Zbl0080.13002
- [7] N. Wiener and P. Masani, The prediction theory of multivariate stochastic processes, II, ibid. 99 (1958), 93-137.

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