scientific article; zbMATH DE number 3949433

MaRDI QIDQ3719583zbMATH OpenFDO

Authors N. U. Prabhu

Publication date 1984

zbMATH Keywords

convolution semigroupinfinitesimal generatorLévy processesWiener-Hopf factorization techniques

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov processes (60J99)

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(12)

• A new proof of the Wiener-Hopf factorization via Basu's theorem
• Probabilistic factorization of a quadratic matrix polynomial
• A new look at `Markovian' Wiener-Hopf theory
• LU-factorization versus Wiener-Hopf factorization for Markov chains
• A note on Wiener-Hopf factorization for Markov additive processes
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• Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application
• Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains
• Compact factors of countable state Markov shifts.
• Markov additive friendships
• The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks

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