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arXiv · 2009.05758

Approximation of stationary processes and Toeplitz Spectra

Giorgio Picci·Bin Zhu
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Abstract

We study the approximation of stationary processes by a simple class of purely deterministic signals. This has an analytic counterpart in the approximation of symmetric positive definite Toeplitz matrices by submatrices of finite rank. We propose a notion of distance between them and prove a weak sense approximation result.

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Giorgio Picci, Bin Zhu. 2020-09-12. Approximation of stationary processes and Toeplitz Spectra. https://arxiv.org/abs/2009.05758

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