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Truncated matrix trigonometric problem of moments: operator approach

✍ Scribed by S. M. Zagorodnyuk


Publisher
Springer
Year
2011
Tongue
English
Weight
209 KB
Volume
63
Category
Article
ISSN
0041-5995

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Operators associated with polynomials orthogonal on the unit circle and their doubly infinite analogs are considered. We assume that the elements in the operators are obtained from a stationary stochastic process and we investigate the properties of the spectrum of these operators. Lyapunov exponent