Matrix functions, such as the exponential, square root and cosine, play an indispensable role in various fields including quantum mechanics, control theory and numerical solution of differential ...

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 ...

A flexible method is introduced to model the structure of a covariance matrix C and study the dependence of the covariances on explanatory variables by observing that for any real symmetric matrix A, ...

Abstract: In this paper, we explore the property of eventual exponential positivity (EEP) in complex matrices. We show that this property holds for the real part of the matrix exponential for a ...

Abstract: The purpose of this work is to approximate the matrix exponential and some Cauchy-Stieltjes functions on a block vectors B of R n×p using a rational block ...