Asymptotic Factorization in Nondissipative Wiener-Hopf Problems
نویسندگان
چکیده
منابع مشابه
The Wiener-Hopf factorization
We give a description of the classical Wiener-Hopf factorization from the point of view of excursion theory concentrating mainly on the case of random walks as opposed to Lévy processes. The exposition relies primarily on the ideas of Greenwood and Pitman (1979, 1980).
متن کاملWiener-Hopf Factorization: Probabilistic methods
Philippe Robert Inria Rocquencourt March 17, 1997 [summary by Jean-Fran cois Dantzer]
متن کاملThe application of Padé approximants to Wiener–Hopf factorization
The key step in the solution of a Wiener–Hopf equation is the decomposition of the Fourier transform of the kernel, which is a function of a complex variable, α say, into a product of two terms. One is singularity and zero free in an upper region of the α-plane, and the other singularity and zero free in an overlapping lower region. Each product factor can be expressed in terms of a Cauchy-type...
متن کاملExplicit Wiener-hopf Factorization for Certain Non-rational Matrix Functions
Explicit Wiener-Hopf factorizations are obtained for a certain class of nonrational 2 x 2 matrix functions that are related to the scattering matrices for the 1-D SchrSdinger equation. The diagonal elements coincide and are meromorphic and nonzero in the upperhalf complex plane and either they vanish linearly at the origin or they do not vanish. The most conspicuous nonrationality consists of i...
متن کاملOn a new Wiener-Hopf factorization by Alili and Doney
© Springer-Verlag, Berlin Heidelberg New York, 2001, tous droits réservés. L’accès aux archives du séminaire de probabilités (Strasbourg) (http://portail. mathdoc.fr/SemProba/) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/legal.php). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impressio...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Indiana University Mathematics Journal
سال: 1967
ISSN: 0022-2518
DOI: 10.1512/iumj.1968.17.17035