Asymptotic expansions for stationary distributions of perturbed semi-Markov processes

D Silvestrov, S Silvestrov - … II: Algebraic, Stochastic and Analysis Structures …, 2016 - Springer
New algorithms for computing asymptotic expansions for stationary distributions of
nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on …

Inverting a matrix function around a singularity via local rank factorization

M Franchi, P Paruolo - SIAM Journal on Matrix Analysis and Applications, 2016 - SIAM
This paper proposes a recursive procedure, called the extended local rank factorization
(elrf), that characterizes the order of the pole and the coefficients of the Laurent series …

[HTML][HTML] Inversion of operator pencils on Banach space using Jordan chains when the generalized resolvent has an isolated essential singularity

A Albrecht, P Howlett, G Verma - Linear Algebra and its Applications, 2020 - Elsevier
We assume that the generalized resolvent for a bounded linear operator pencil mapping
one Banach space onto another has an isolated essential singularity at the origin and is …

Inversion of operator pencils on Hilbert space

A Albrecht, P Howlett, G Verma - Journal of the Australian …, 2020 - cambridge.org
We consider a linear operator pencil with complex parameter mapping one Hilbert space
onto another. It is known that the resolvent is analytic in an open annular region of the …

[HTML][HTML] The fundamental equations for the generalized resolvent of an elementary pencil in a unital Banach algebra

A Albrecht, P Howlett, G Verma - Linear Algebra and Its Applications, 2019 - Elsevier
We show that the generalized resolvent of a linear pencil in a unital Banach algebra over the
field of complex numbers is analytic on an open annular region of the complex plane if and …

[HTML][HTML] Some results on eigenvalues of finite type, resolvents and Riesz projections

M Franchi - Linear Algebra and its Applications, 2020 - Elsevier
The present paper considers a separable Hilbert space H and a bounded linear operator A:
H↦ H that has an eigenvalue of finite type at λ 0∈ C. Using the image and the kernel of …

Optimal splitting of Parseval frames using Walsh matrices

A Albrecht, P Howlett, G Verma - arXiv preprint arXiv:2007.13026, 2020 - arxiv.org
In 2014 Adam Marcus, Daniel Spielman and Nikhil Srivastava used random vectors to prove
a key discrepancy theorem and in so doing gave a positive answer to the long-standing …

[PDF][PDF] The resolution and representation of time series in Banach space

A Albrecht, K Avrachenkov, B Beare, J Boland… - Preprint, 2021 - academia.edu
We describe a systematic procedure to calculate the resolvent operator for a linear pencil on
Banach space and thereby simplify, unify and extend known methods for resolution and …

The Granger–Johansen representation theorem for integrated time series on Banach space

P Howlett, BK Beare, M Franchi… - Journal of Time …, 2024 - Wiley Online Library
We prove an extended Granger–Johansen representation theorem (GJRT) for finite‐or
infinite‐order integrated autoregressive time series on Banach space. We assume only that …

Resolvent and logarithmic residues of a singular operator pencil in Hilbert spaces

M Franchi - Linear Algebra and its Applications, 2022 - Elsevier
The present paper considers the operator pencil A (λ)= A 0+ A 1 λ, where A 0, A 1≠ 0 are
bounded linear mappings between complex Hilbert spaces and A 0 is neither one-to-one …