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相关论文: Stability Analysis of Matrix Wiener--Hopf Factoris…

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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…

经典分析与常微分方程 · 数学 2021-07-14 Anastasia Kisil , David Abrahams , Gennady Mishuris , Sergei Rogosin

We consider the Wiener--Hopf factorization problem for a matrix function that is completely defined by its first column: the succeeding columns are obtained from the first one by means of a finite group of permutations. The symmetry of this…

复变函数 · 数学 2014-06-13 Victor Adukov

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…

复变函数 · 数学 2016-12-23 Yonatan Shelah

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.…

偏微分方程分析 · 数学 2017-03-27 Anastasia V. Kisil

This work contributes to the theory of Wiener-Hopf type factorization for finite Markov chains. This theory originated in the seminal paper Barlow et al. (1980), which treated the case of finite time-homogeneous Markov chains. Since then,…

概率论 · 数学 2019-03-01 Tomasz R. Bielecki , Ziteng Cheng , Igor Cialenco , Ruoting Gong

The Wiener-Hopf integral equations of 1-st kind relates to the class of Wiener-Hopf equations of non normal type, to which the classical Wiener-Hopf method is not applicable, but is completely applicable the special factorization method. In…

经典分析与常微分方程 · 数学 2023-12-29 G. A. Grigorian

In this paper we derive the Wiener-Hopf factorization for a finite-state time-inhomogeneous Markov chain. To the best of our knowledge, this study is the first attempt to investigate the Wiener-Hopf factorization for time-inhomogeneous…

概率论 · 数学 2018-02-13 Tomasz R. Bielecki , Igor Cialenco , Ruoting Gong , Yicong Huang

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…

复变函数 · 数学 2015-04-06 Anastasia V. Kisil

A matrix factorization problem is considered. The matrix to be factorized is algebraic, has dimension 2 X 2 and belongs to Moiseev's class. A new method of factorization is proposed. First, the matrix factorization problem is reduced to a…

偏微分方程分析 · 数学 2015-12-24 A. V. Shanin

We consider matrix functions with certain invariance under inversion in the unit circle. If such a function satisfies a positivity assumption on the unit circle, then only zero partial indices appear in its Riemann-Hilbert (Wiener-Hopf)…

数学物理 · 物理学 2018-06-01 Hideshi Yamane

A new effective method for factorization of a class of nonrational $n\times n$ matrix-functions with \emph{stable partial indices} is proposed. The method is a generalization of the one recently proposed by the authors which was valid for…

复变函数 · 数学 2016-08-24 Gennady Mishuris , Sergei Rogosin

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…

数值分析 · 数学 2018-06-06 Victor Adukov

As in the paper [G. Groenewald, M.A. Kaashoek, A.C.M. Ran, Wiener-Hopf indices of unitary functions on the unit circle in terms of realizations and related results on Toeplitz operators. \emph{Indag. Math.} 28 (2017) 694--710] our aim is to…

泛函分析 · 数学 2022-11-29 G. J. Groenewald , M. A. Kaashoek , A. C. M. Ran

This note presents a summary and review of various conditions and characterizations for matrix stability (in particular diagonal matrix stability) and matrix stabilizability.

系统与控制 · 电气工程与系统科学 2023-01-04 Zhiyong Sun

The Lamperti--Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, there is a Markov additive process (MAP). In the case that the rssMp is taken to…

概率论 · 数学 2015-08-25 Andreas E. Kyprianou

The primary purpose of this paper is to study the Wiener-type regularity criteria for non-linear equations driven by integro-differential operators, whose model is the fractional $p-$Laplace equation. In doing so, with the help of tools…

偏微分方程分析 · 数学 2023-09-06 Shaoguang Shi , Guanglan Wang , Zhichun Zhai

A new parametrization (one-to-one onto map) of compact wavelet matrices of rank $m$ and of order and degree $N$ is proposed in terms of coordinates in the Euclidian space $R^{(m-1)N}$. The developed method depends on Wiener-Hopf…

数值分析 · 数学 2011-09-20 Lasha Ephremidze , Edem Lagvilava

We characterize the value function and the optimal stopping time for a large class of optimal stopping problems where the underlying process to be stopped is a fairly general Markov process. The main result is inspired by recent findings…

概率论 · 数学 2012-04-03 Sören Christensen , Paavo Salminen , Bao Quoc Ta

A factorization theory is proposed for Wiener-Hopf plus Hankel operators with almost periodic Fourier symbols. We introduce a factorization concept for the almost periodic Fourier symbols such that the properties of the factors will allow…

泛函分析 · 数学 2007-05-23 A. P. Nolasco , L. P. Castro

This is a preliminary study for bifurcation in fractional order dynamical systems. Stability, persistence and hopf bifurcation are studied. Some studies are also done for functional equations.

元胞自动机与格子气 · 物理学 2008-01-09 Hala El-Saka , E. Ahmed , M. I. Shehata , A. M. A. -El-Sayed
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