Abstract: A limiting property of the matrix exponential is proven: if the (1,1)-block of a 2-by-2 block matrix becomes “arbitrarily small” in a limiting process, the matrix exponential of that matrix ...
Abstract: We consider a generalization of the Laplace transform of Poisson shot noise defined as an integral transform with respect to a matrix exponential. We denote this as the matrix Laplace ...
This is a preview. Log in through your library . Abstract A distribution G on (0, ∞) is called matrix-exponential if the density has the form $\boldsymbol{\alpha}\mathbf{\mathit{e}}^{{\bf T}z}$ s ...
This repository implements (RK)$^2$EXPINT, a technique leveraging rational Krylov subspace approximations to the matrix exponential acting on vectors for the ...
matrices-expm is a collection of MATLAB functions that generate the selected matrices for testing the matrix exponential. All matrices are square and have a fixed size, ranging from 2-by-2 to 20-by-20 ...
Exponential integrators represent an innovative class of numerical methods designed to address the challenges posed by stiff differential equations. By incorporating the matrix exponential to treat ...
In this paper we consider optimal stopping problems for a general class of reward functions under matrix-exponential jump-diffusion processes. Given an American call-type reward function in this class ...
Recent work uses a simplistic approximation to the matrix exponential derivative to apply gold-standard models from evolutionary biology to a collection of challenging data analyses. Whereas one may ...
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