A weak approximation for the Wiener–Hopf factorization
DOI10.1080/23311835.2015.1074773zbMath1339.30015OpenAlexW2223866939MaRDI QIDQ2813510
Amir T. Payandeh Najafabadi, Dan Z. Kučerovský
Publication date: 24 June 2016
Published in: Cogent Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/23311835.2015.1074773
Fourier transformspectral factorizationLévy processesHilbert transformcontinued fractionPadé approximantHölder conditionprincipal value integralShannon sampling theorem
Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Boundary value problems in the complex plane (30E25) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Continued fractions (11A55) Boundary theory for Markov processes (60J50)
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