The Wiener–Hopf factorization plays a crucial role in studying various mathematical problems. Unfortunately, in many situations, the Wiener–Hopf factorization cannot provide closed form solutions and one has to employ some approximation techniques to find its solutions. This article provides several weak, approximation for a given Wiener–Hopf factorization problem. Application of our finding in spectral factorization and Lévy processes have been given
We study the Wiener–Hopf factorization and the distribution of extrema for general stable processes....
Common methods for the calculation of the spectral factorization rely on an approximation of the giv...
Spectral factorization is of fundamental importance in many areas of signal processing. This paper i...
AbstractWe study the Wiener–Hopf factorization for Lévy processes with bounded positive jumps and ar...
The sub-optimal Hankel norm approximation problems have been studied extensively in the literature a...
In this paper, the Wiener–Hopf factorization problem is presented in a unified framework with the Ri...
This paper presents new stability results for matrix Wiener–Hopf factorization. The first part of th...
We study the Wiener-Hopf factorization for Lévy processes with bounded positive jumps and arbitrary...
This paper reviews the modern state of the Wiener-Hopf factorization method and its generalizations....
In this paper we introduce a ten-parameter family of Lévy processes for which we obtain Wiener–Hopf ...
Matrix-valued functions in the Wiener class on the imaginary line are considered in this note. This ...
For the Wiener class of matrix-valued functions we obtain a simple frequency domain solution for the...
For the Wiener class of matrix-valued functions we obtain a simple frequency domain solution for the...
AbstractNecessary and sufficient conditions are given for a factorization that generalizes the speci...
We study the Wiener-Hopf factorization for Levy processes with bounded positive jumps and arbitrary ...
We study the Wiener–Hopf factorization and the distribution of extrema for general stable processes....
Common methods for the calculation of the spectral factorization rely on an approximation of the giv...
Spectral factorization is of fundamental importance in many areas of signal processing. This paper i...
AbstractWe study the Wiener–Hopf factorization for Lévy processes with bounded positive jumps and ar...
The sub-optimal Hankel norm approximation problems have been studied extensively in the literature a...
In this paper, the Wiener–Hopf factorization problem is presented in a unified framework with the Ri...
This paper presents new stability results for matrix Wiener–Hopf factorization. The first part of th...
We study the Wiener-Hopf factorization for Lévy processes with bounded positive jumps and arbitrary...
This paper reviews the modern state of the Wiener-Hopf factorization method and its generalizations....
In this paper we introduce a ten-parameter family of Lévy processes for which we obtain Wiener–Hopf ...
Matrix-valued functions in the Wiener class on the imaginary line are considered in this note. This ...
For the Wiener class of matrix-valued functions we obtain a simple frequency domain solution for the...
For the Wiener class of matrix-valued functions we obtain a simple frequency domain solution for the...
AbstractNecessary and sufficient conditions are given for a factorization that generalizes the speci...
We study the Wiener-Hopf factorization for Levy processes with bounded positive jumps and arbitrary ...
We study the Wiener–Hopf factorization and the distribution of extrema for general stable processes....
Common methods for the calculation of the spectral factorization rely on an approximation of the giv...
Spectral factorization is of fundamental importance in many areas of signal processing. This paper i...