In this paper, the eigendecomposition of a Toeplitz matrix populated by an exponential function in order to model empirical correlations of US equity returns is investigated. The closed-form ...

We study the convergence speed in the 𝐿²-norm of the diffusion semigroup toward its equilibrium when the underlying flow satisfies decay of correlation. Our result is an extension of the main theorem ...

The transmission eigenvalue problem is an eigenvalue problem that arises in the scattering of time-harmonic waves by an inhomogeneous medium of compact support. Based on a fourth order formulation, ...

High-order Markov chain models extend the conventional framework by incorporating dependencies that span several previous states rather than solely the immediate past. This extension allows for a ...