\(LU\)-factorization versus Wiener-Hopf factorization for Markov chains
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Publication:383600
DOI10.1007/s10440-013-9799-2zbMath1311.60080OpenAlexW1972507928MaRDI QIDQ383600
Publication date: 5 December 2013
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10440-013-9799-2
Markov chainsrandom walksWiener-Hopf factorizationfluctuation theoryLU-factorizationpath decompositioninfinite matricesprobabilistic potential theory
Factorization of matrices (15A23) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Probabilistic potential theory (60J45)
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Stochastic LU factorizations, Darboux transformations and urn models, The spectral matrices associated with the stochastic Darboux transformations of random walks on the integers
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