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arXiv 1611.06337math.NAcs.NAmath.RA
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半无限准Toeplitz矩阵及其在QBD随机过程中的应用

Semi-Infinite Quasi-Toeplitz Matrices with Applications to QBD Stochastic Processes

Dipartimento di Matematica, Università di Pisa(比萨大学数学系);Scuola Normale Superiore, Pisa(比萨高等师范学院)

Dario A. Bini, Stefano Massei, Beatrice Meini

AI总结:

本文研究了半无限准Toeplitz矩阵的性质,并提出了一种有限表示方法和相关算法,用于解决涉及可数相态的Quasi-Birth and Death (QBD)随机过程的二次矩阵方程。

摘要:

令$\mathcal{W}_1$表示形如$a(z)=\sum_{i=-\infty}^{+\infty}a_iz^i$的复值函数集合,这些函数在单位圆上连续,且满足$\sum_{i=-\infty}^{+\infty}|ia_i|<\infty$。我们称CQT矩阵为与连续符号$a(z)\in\mathcal W_1$相关的准Toeplitz矩阵$A$,形式为$A=T(a)+E$,其中$T(a)=(t_{i,j})_{i,j\in\mathbb{Z}^+}$是半无限Toeplitz矩阵,使得$t_{i,j}=a_{j-i}$,对于$i,j\in\mathbb Z^+$,而$E=(e_{i,j})_{i,j\in\mathbb{Z}^+}$是半无限矩阵,使得$\sum_{i,j=1}^{+\infty}|e_{i,j}|$是有限的。我们证明CQT矩阵的类别在合适的子乘性矩阵范数$\|\cdot\|$下是一个Banach代数。我们引入了CQT矩阵的有限表示方法,并提出了实现基本矩阵运算的算法。一个应用是解决二次矩阵方程$AX^2+BX+C=0$,这在求解具有可数相态的Quasi-Birth and Death (QBD)随机过程时遇到,其中$A,B,C$都是CQT矩阵。

英文摘要:

Denote by $\mathcal{W}_1$ the set of complex valued functions of the form $a(z)=\sum_{i=-\infty}^{+\infty}a_iz^i$ which are continuous on the unit circle, and such that $\sum_{i=-\infty}^{+\infty}|ia_i|<\infty$. We call CQT matrix a quasi-Toeplitz matrix $A$, associated with a continuous symbol $a(z)\in\mathcal W_1$, of the form $A=T(a)+E$, where $T(a)=(t_{i,j})_{i,j\in\mathbb{Z}^+}$ is the semi-infinite Toeplitz matrix such that $t_{i,j}=a_{j-i}$, for $i,j\in\mathbb Z^+$, and $E=(e_{i,j})_{i,j\in\mathbb{Z}^+}$ is a semi-infinite matrix such that $\sum_{i,j=1}^{+\infty}|e_{i,j}|$ is finite. We prove that the class of CQT matrices is a Banach algebra with a suitable sub-multiplicative matrix norm $\|\cdot\|$. We introduce a finite representation of CQT matrices together with algorithms which implement elementary matrix operations. An application to solving quadratic matrix equations of the kind $AX^2+BX+C=0$, encountered in the solution of Quasi-Birth and Death (QBD) stochastic processes with a denumerable set of phases, is presented where $A,B,C$ are CQT matrices.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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