We show that the positive Wiener—Hopf factor of a Lévy process with positive jumps having a rational Fourier transform is a rational function itself, expressed in terms of the parameters of the jump ...
Over at Quanta Magazine [Shalma Wegsman] asks What Is the Fourier Transform? [Shalma] begins by telling you a little about ...
From the Maclaurin expansion of a function f̄(p) of the Laplace transform operator p, rational function approximations to f̄(p) are generated by means of a new nonlinear sequence to sequence ...
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