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pro vyhledávání: '"Grudsky, S. M."'
We study the individual behavior of the eigenvalues of the laplacian matrices of the cyclic graph of order $n$, where one edge has weight $\alpha\in\mathbb{C}$, with $\operatorname{Re}(\alpha)<0$, and all the others have weights $1$. This paper is a
Externí odkaz:
http://arxiv.org/abs/2308.07514
The present work is devoted to the eigenvalue asymptotic expansion of the Toeplitz matrix $T_{n}(a)$ whose generating function $a$ is complex valued and has a power singularity at one point. As a consequence, $T_{n}(a)$ is non-Hermitian and we know t
Externí odkaz:
http://arxiv.org/abs/2211.15506
The analysis of the spectral features of a Toeplitz matrix-sequence $\left\{T_{n}(f)\right\}_{n\in\mathbb N}$, generated by a symbol $f\in L^1([-\pi,\pi])$, real-valued almost everywhere (a.e.), has been provided in great detail in the last century,
Externí odkaz:
http://arxiv.org/abs/2112.02685
Fine spectral estimates with applications to the optimally fast solution of large FDE linear systems
In the present note we consider a type of matrices stemming in the context of the numerical approximation of distributed order fractional differential equations (FDEs): from one side they could look standard, since they are, real, symmetric and posit
Externí odkaz:
http://arxiv.org/abs/2112.02681
Akademický článek
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Autor:
Batalshchikov, A. A., Grudsky, S. M., Malisheva, I. S., Mihalkovich, S. S., de Arellano, E. Ramirez, Stukopin, V. A.
This paper is devoted to the asymptotic behavior of all eigenvalues of Symmetric (in general non Hermitian) Toeplitz matrices with moderately smooth symbols which trace out a simple loop on the complex plane line as the dimension of the matrices incr
Externí odkaz:
http://arxiv.org/abs/1903.10551
Publikováno v:
Journal of Mathematical Sciences; Apr2023, Vol. 271 Issue 2, p176-196, 21p
Autor:
Grudsky, S. M.1 grudsky@math.cinvestav.mx, Rybkin, A. V.2 arybkin@alaska.edu
Publikováno v:
Mathematical Notes. Sep2018, Vol. 104 Issue 3/4, p377-394. 18p.
Akademický článek
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Publikováno v:
Commun. Math. Anal. 14, no. 2 (2013), 40-66
We consider standard European as well as double-barrier European options for underlyings that are given by the superposition of a Guassian and a compound Poisson (jump) process with discrete values. We derive a formula for calculating such options an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=project_eucl::e0aaa046d0cd483dcd4939f15d0a36cc
http://projecteuclid.org/euclid.cma/1356039031
http://projecteuclid.org/euclid.cma/1356039031