A new look at `Markovian' Wiener-Hopf theory

MaRDI QIDQ3526642zbMATH OpenFDO

Authors

Publication date 25 September 2008

zbMATH Keywords

non-negative operatorstrict contraction propertiessymmetric transition density functionWiener-Hopt theory

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55)

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Cited in

(7)

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• Probabilistic factorization of a quadratic matrix polynomial
• LU-factorization versus Wiener-Hopf factorization for Markov chains
• scientific article; zbMATH DE number 816104 (Why is no real title available?)
• Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application
• Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains
• Indefinite inner products: a simple illustrative example

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