This paper deals with the problem of numerically computing the roots of
...
Markov-modulated Lévy processes lead to matrix integral equations of the...
We study means of geometric type of quasi-Toeplitz matrices, that are
se...
The treatment of two-dimensional random walks in the quarter plane leads...
Quadratic matrix equations of the kind A_1X^2+A_0X+A_-1=X are encountere...