Results 41 to 50 of about 133 (130)

Wiener-Hopf factorizations for a multidimensional Markov additive process and their applications to reflected processes

Stochastic Systems, 2012
We extend the framework of Neuts' matrix analytic approach to a reflected process generated by a discrete time multidimensional Markov additive process.
Masakiyo Miyazawa, Bert Zwart
doaj  

Truncated Wiener–Hopf equation and matrix function factorization

Sibirskie Elektronnye Matematicheskie Izvestiya, 2020
The author considers the following convolution equation of second kind \[u(t)-\int_0^\tau k(t-s)u(s)\,ds=f(t)\] on the interval \((0,\tau)\), \(\tau>0\), where \(k\in L_1(-\tau,\tau)\) and \(f\in L_1(0,\tau)\). A~connection of this equation and the Riemann-Hilbert boundary value problem in the Wiener algebra whose matrix coefficient, denoted by \(G_ ...
openaire   +2 more sources

An explicit Wiener-Hopf factorization algorithm for matrix polynomials and its exact realizations within ExactMPF package. [PDF]

Proc Math Phys Eng Sci, 2022
Adukov VM, Adukova NV, Mishuris G.
europepmc   +1 more source

On the Wiener–Hopf factorization of rational matrices

Transactions of A. Razmadze Mathematical Institute, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Efficient inverse Z-transform and Wiener-Hopf factorization

SSRN Electronic Journal
We suggest new closely related methods for numerical inversion of $Z$-transform and Wiener-Hopf factorization of functions on the unit circle, based on sinh-deformations of the contours of integration, corresponding changes of variables and the simplified trapezoid rule.
Boyarchenko, Svetlana, Levendorskiĭ, Sergei   +1 more
openaire   +2 more sources

Wiener–Hopf factorizations and matrix-valued orthogonal polynomials

Probability and Mathematical Physics
We compare two methods for analysing periodic dimer models. These are the matrix-valued orthogonal polynomials approach due to Duits and one of the authors, and the Wiener-Hopf approach due to Berggren and Duits. We establish their equivalence in the special case of the Aztec diamond.
Kuijlaars, Arnoldus, Piorkowski, Mateusz
openaire   +3 more sources

On the identification of Wiener-Hopf factors [PDF]

Queueing Systems, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Biased 2×2 periodic Aztec diamond and an elliptic curve. [PDF]

Probab Theory Relat Fields, 2023
Borodin A, Duits M.
europepmc   +1 more source

The Wiener-Hopf technique, its generalizations and applications: constructive and approximate methods. [PDF]

Proc Math Phys Eng Sci, 2021
Kisil AV, Abrahams ID, Mishuris G, Rogosin SV.   +3 more
europepmc   +1 more source

On explicit Wiener-Hopf factorization of 2 × 2 matrices in a vicinity of a given matrix. [PDF]

Proc Math Phys Eng Sci, 2020
Ephremidze L, Spitkovsky I.
europepmc   +1 more source