Related papers: A prediction perspective on the Wiener-Hopf equati…
In this paper, we are interested in linear prediction of a particular kind of stochastic process, namely a marked temporal point process. The observations are event times recorded on the real line, with marks attached to each event. We show…
This paper presents a novel method of approximating the scalar Wiener-Hopf equation; and therefore constructing an approximate solution. The advantages of this method over the existing methods are reliability and explicit error bounds.…
A fast and accurate numerical method for the solution of scalar and matrix Wiener--Hopf problems is presented. The Wiener--Hopf problems are formulated as Riemann--Hilbert problems on the real line, and a numerical approach developed for…
This article is dedicated to unifying the framework used to derive the Wiener--Hopf equations arising from some discrete and continuous wave diffraction problems.The main tools are the discrete Green's identity and the appropriate notion of…
This paper introduces a new method for constructing approximate solutions to a class of Wiener--Hopf equations. This is particularly useful since exact solutions of this class of Wiener--Hopf equations, at the moment, cannot be obtained.…
The diffraction of a time-harmonic plane wave on collinear finite defects in a square lattice is studied. This problem is reduced to a matrix Wiener-Hopf equation. This work adapts the recently developed iterative Wiener-Hopf method to this…
This paper presents a close form solution in Reproducing Kernel Hilbert Space (RKHS) for the famed Wiener filter, which we called the functional Wiener filter(FWF). Instead of using the Wiener-Hopf factorization theory, here we define a new…
In this paper the Wiener--Hopf factorisation problem is presented in a unified framework with the Riemann--Hilbert factorisation. This allows to establish the exact relationship between the two types of factorisation. In particular, in the…
We present numerical methods based on the fast Fourier transform (FFT) to solve convolution integral equations on a semi-infinite interval (Wiener-Hopf equation) or on a finite interval (Fredholm equation). We extend and improve a FFT-based…
Analytical methods are fundamental in studying acoustics problems. One of the important tools is the Wiener-Hopf method, which can be used to solve many canonical problems with sharp transitions in boundary conditions on a plane/plate.…
We propose spectral methods for long-term forecasting of temporal signals stemming from linear and nonlinear quasi-periodic dynamical systems. For linear signals, we introduce an algorithm with similarities to the Fourier transform but…
We derive the L\'evy-Khintchine representation of the Wiener-Hopf factors for the Normal Inverse Gaussian (NIG) process as well as a representation which is similar to the moment generating function (MGF) of a generalized gamma convolution…
Embedding formula allows to recycle solution of a family boundary value problems by expressing all the solutions in terms of a small number of solutions. Such formulas have been previously derived in the context of diffraction by applying a…
This article considers the problem of diffraction by a wedge consisting of two semi-infinite periodic arrays of point scatterers. The solution is obtained in terms of two coupled systems, each of which is solved using the discrete…
We present a complete solution of the soft x-ray edge problem within a field-theoretic approach based on the Wiener-Hopf infinite-time technique. We derive for the first time within this approach critical asymptotics of all the relevant…
We develop embedding formulae for all possible diffraction problems with Dirichlet scatterers on square lattices using the Wiener--Hopf perspective. The embedding formula expresses solutions for arbitrary plane-wave incidence in terms of a…
This paper reviews the modern state of the Wiener--Hopf factorization method and its generalizations. The main constructive results for matrix Wiener--Hopf are presented, approximation methods are outlined and the main areas of applications…
As an extension of the discrete Sommerfeld problems on lattices, the scattering of a time harmonic wave is considered on an infinite square lattice when there exists a pair of semi-infinite cracks or rigid constraints. Due to the presence…
We define an almost periodic extension of the Wiener algebras in the quaternionic setting and prove a Wiener-Levy type theorem for it, as well as extending the theorem to the matrix-valued case. We prove a Wiener-Hopf factorization theorem…
In the work we propose an algorithm for a Wiener -- Hopf factorization of scalar polynomials based on notions of indices and essential polynomials. The algorithm uses computations with finite Toeplitz matrices and permits to obtain…