Year: 2020
Type: preprint
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.
Source: arXiv (Cornell University)
Authors: Picci, Giorgio, Zhu, Bin
Institutions: University of Padua, Sun Yat-sen University
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W3085202436