The shift-invert Arnoldi method is employed to generate an orthonormal basis from the Krylov subspace corresponding to a real Toeplitz matrix and an initial vector. The vectors and...
The Magnus series is an infinite series which arises in the study of linear ordinary differential equations. If the series converges, then the matrix exponential of the sum equals...
We consider a general QBD process as defining a FIFO queue and obtain the stationary distribution of the sojourn time of a customer in that queue as a matrix exponential distribut...
This paper provides a general framework for establishing the relation between various moments of matrix exponential and Markovian processes. Based on this framework we present an a...
In this paper we provide properties of moments of matrix exponential distributions and joint moments of matrix exponential processes. Based on the provided properties, an algorith...
In this note, the novel representation is proposed for a linear periodic continuous-time system with T-periodic real-valued coefficients. We prove that a T-periodic real-valued fac...
— A limiting property of the matrix exponential is proven: For a real square matrix, where the log norm of the upper-left n by n block approaches negative infinity in a limiting...