A weak approximation for the Wiener–Hopf factorization

A weak approximation for the Wiener–Hopf factorization

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...

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Bibliographic Details
Main Authors: Amir T. Payandeh Najafabadi, Dan Z. Kucerovsky
Format: Article
Language:English
Published: Taylor & Francis Group 2015-12-01
Series:Cogent Mathematics
Subjects:
principal value integral
Hölder condition
Padé approximant
continued fraction
Fourier transform
Hilbert transform
Shannon sampling theorem
spectral factorization
Lévy processes
Online Access:http://dx.doi.org/10.1080/23311835.2015.1074773

Internet

http://dx.doi.org/10.1080/23311835.2015.1074773

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