English

The autoregressive filter problem for multivariable degree one symmetric polynomials

Classical Analysis and ODEs 2021-01-05 v1

Abstract

The multivariable autoregressive filter problem asks for a polynomial p(z)=p(z1,,zd)p(z)=p(z_1, \ldots , z_d) without roots in the closed dd-disk based on prescribed Fourier coefficients of its spectral density function 1/p(z)21/|p(z)|^2. The conditions derived in this paper for the construction of a degree one symmetric polynomial reveal a major divide between the case of at most two variables vs. the the case of three or more variables. The latter involves multivariable elliptic functions, while the former (due to [J. S. Geronimo and H. J. Woerdeman, Ann. of Math. (2), 160(3):839--906, 2004]) only involve polynomials. The three variable case is treated with more detail, and entails hypergeometric functions. Along the way, we identify a seemingly new relation between 2F1(13,23;1;z)_2F_1(\frac13,\frac23;1;z) and 2F1(12,12;1;z~)_2F_1(\frac12,\frac12;1;\widetilde{z}).

Keywords

Cite

@article{arxiv.2101.00525,
  title  = {The autoregressive filter problem for multivariable degree one symmetric polynomials},
  author = {Jeffrey S. Geronimo and Hugo J. Woerdeman and Chung Y. Wong},
  journal= {arXiv preprint arXiv:2101.00525},
  year   = {2021}
}
R2 v1 2026-06-23T21:42:50.698Z