CONTINUITY OF THE SPECTRAL FACTORIZATION MAPPING
Steven Barclay · Journal of the London Mathematical Society · 2004
It is shown that the matrix spectral factorization mapping is sequentially continuous from Lp to H2p (where 1⩽ p<∞), 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.