Continuity of the spectral factorization mapping

• Autores: Steven Barclay
• Localización: Journal of the London Mathematical Society, ISSN 0024-6107, Vol. 70, Nº 3, 2004, págs. 763-779
• Idioma: inglés
• DOI: 10.1112/s0024610704005575
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• Resumen

  • It is shown that the matrix spectral factorization mapping is sequentially continuous from to (where ), under the additional assumption of uniform integrability of the logarithms of the spectral densities to be factorized. It is shown, moreover, that this condition is necessary for continuity, as well as sufficient.