相关论文: Stability Analysis of Matrix Wiener--Hopf Factoris…
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…
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…
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…
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.…
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,…
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…
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…
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…
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…
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)…
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…
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…
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…
This note presents a summary and review of various conditions and characterizations for matrix stability (in particular diagonal matrix stability) and matrix stabilizability.
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…
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…
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…
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…
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…
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.