{
  "id": "2009.05758",
  "version": "v1",
  "published": "2020-09-12T10:08:04.000Z",
  "updated": "2020-09-12T10:08:04.000Z",
  "title": "Approximation of stationary processes and Toeplitz Spectra",
  "authors": [
    "Giorgio Picci",
    "Bin Zhu"
  ],
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2020-09-12T10:08:04.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stationary processes",
      "toeplitz spectra",
      "symmetric positive definite toeplitz matrices",
      "weak sense approximation result",
      "analytic counterpart"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}