Abstract
CONTENTS Introduction Chapter I. The algebraic structure of the spaces of Toeplitz and Hankel matrices § 1. Basic definitions § 2. Basic notation § 3. Statement of the theorems § 4. Auxiliary lemmas § 5. Proof of the theorems Chapter II. Fast computations in some problems of linear algebra connected with Toeplitz and Hankel matrices § 1. Basic definitions and notation § 2. Statement of the theorems § 3. Auxiliary lemmas § 4. Proof of the theorems Chapter III. The fast prediction of stochastic processes § 1. The fast prediction of stationary stochastic processes § 2. The fast prediction of piecewise constant random functions Chapter IV. The structure of Toeplitz and Hankel integral operators § 1. Definitions § 2. Notation § 3. Statement of the theorems References
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