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: With aggressive technology scaling, Electromigration (EM) has become a major concern for the semiconductor industry. Although analytical methods are typically used for accurate EM analysis ...

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 ...