Geodesic
Semimultiplicative moments of factors in Wiener–Hopf matrix factorization
Sbornik. Mathematics, Tome 199 (2008) no. 2, pp. 277-290 
M. S. Sgibnev. Semimultiplicative moments of factors in Wiener–Hopf matrix factorization. Sbornik. Mathematics, Tome 199 (2008) no. 2, pp. 277-290. http://geodesic.mathdoc.fr/item/SM_2008_199_2_a5/
@article{SM_2008_199_2_a5,
     author = {M. S. Sgibnev},
     title = {Semimultiplicative moments of factors in {Wiener{\textendash}Hopf} matrix factorization},
     journal = {Sbornik. Mathematics},
     pages = {277--290},
     year = {2008},
     volume = {199},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SM_2008_199_2_a5/}
}
TY  - JOUR
AU  - M. S. Sgibnev
TI  - Semimultiplicative moments of factors in Wiener–Hopf matrix factorization
JO  - Sbornik. Mathematics
PY  - 2008
SP  - 277
EP  - 290
VL  - 199
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/SM_2008_199_2_a5/
LA  - en
ID  - SM_2008_199_2_a5
ER  - 
%0 Journal Article
%A M. S. Sgibnev
%T Semimultiplicative moments of factors in Wiener–Hopf matrix factorization
%J Sbornik. Mathematics
%D 2008
%P 277-290
%V 199
%N 2
%U http://geodesic.mathdoc.fr/item/SM_2008_199_2_a5/
%G en
%F SM_2008_199_2_a5

Voir la notice de l'article provenant de la source Math-Net.Ru

Conditions ensuring that the factors of the Wiener–Hopf matrix factorization have finite semimultiplicative moments are described. Bibliography: 10 titles.

[1] R. A. Horn, Ch. R. Johnson, Matrix analysis, Cambridge Univ. Press, Cambridge, 1985 | MR | MR | Zbl | Zbl

[2] S. Asmussen, “Aspects of matrix Wiener–Hopf factorisation in applied probability”, Math. Sci., 14:2 (1989), 101–116 | MR | Zbl

[3] M. S. Sgibnev, “The matrix analogue of the Blackwell renewal theorem on the real line”, Sb. Math., 197:3 (2006), 369–386 | DOI | MR

[4] Y. S. Chow, T. L. Lai, “Moments of ladder variables for driftless random walks”, Z. Wahrsch. Verw. Gebiete, 48:3 (1979), 253–257 | DOI | MR | Zbl

[5] R. A. Doney, “Moments of ladder heights in random walks”, J. Appl. Probab., 17:1 (1980), 248–252 | DOI | MR | Zbl

[6] È. L. Presman, “Factorization methods and boundary problems for sums of random variables given on Markov chains”, Math. USSR-Izv., 3:4 (1969), 815–852 | DOI | MR | Zbl | Zbl

[7] E. Hille, R. S. Phillips, Functional analysis and semi-groups, Amer. Math. Soc. Colloq. Publ., 31, Amer. Math. Soc., Providence, RI, 1957 | MR | MR | Zbl

[8] V. Feller, Vvedenie v teoriyu veroyatnostei i ee prilozheniya, t. 2, Mir, M., 1967 ; W. Feller, An introduction to probability theory and its applications, vol. II, Wiley, New York–London–Sydney, 1966 | MR | Zbl | MR | Zbl

[9] M. S. Sgibnev, “Submultiplicative moments of the supremum of a random walk with negative drift”, Statist. Probab. Lett., 32:4 (1997), 377–383 | DOI | MR | Zbl

[10] E. Seneta, Regularly varying functions, Lecture Notes in Math., 508, Springer-Verlag, Berlin–Heidelberg–New York, 1976 | DOI | MR | MR | Zbl | Zbl