scholarly journals A rich structure related to the construction of analytic matrix functions

2017 ◽  
Vol 272 (4) ◽  
pp. 1704-1754
Author(s):  
D.C. Brown ◽  
Z.A. Lykova ◽  
N.J. Young
2006 ◽  
Vol 418 (1) ◽  
pp. 315-335 ◽  
Author(s):  
Wim Michiels ◽  
Kirk Green ◽  
Thomas Wagenknecht ◽  
Silviu-Iulian Niculescu

1997 ◽  
Vol 148 (1) ◽  
pp. 191-228 ◽  
Author(s):  
V.V. Peller ◽  
S.R. Treil

Author(s):  
Joseph A. Ball ◽  
Israel Gohberg ◽  
Leiba Rodman

2010 ◽  
Vol 47 (4) ◽  
pp. 1048-1057 ◽  
Author(s):  
Bernardo D‘Auria ◽  
Jevgenijs Ivanovs ◽  
Offer Kella ◽  
Michel Mandjes

In this paper we consider the first passage process of a spectrally negative Markov additive process (MAP). The law of this process is uniquely characterized by a certain matrix function, which plays a crucial role in fluctuation theory. We show how to identify this matrix using the theory of Jordan chains associated with analytic matrix functions. This result provides us with a technique that can be used to derive various further identities.


2001 ◽  
Vol 22 (4) ◽  
pp. 1175-1189 ◽  
Author(s):  
Konstantin E. Avrachenkov ◽  
Moshe Haviv ◽  
Phil G. Howlett

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