Stefano Massei

Computing the Density of the Kesten–Stigum Limit in Supercritical Galton–Watson Processes

Abstract. This paper proposes a novel numerical method for computing the density of the Kesten–Stigum limit random variable associated with a supercritical Galton–Watson process. This random variable captures the cumulative effect of early demographic fluctuations and determines...

On the data-sparsity of the solution of Riccati equations with applications to feedback control

Abstract Solving large-scale continuous-time algebraic Riccati equations is a significant challenge in various control theory applications. This work demonstrates that when the matrix coefficients of the equation are quasiseparable, the solution also exhibits numerical quasisepar...

Error Formulas for Block Rational Krylov Approximations of Matrix Functions

Abstract. This paper investigates explicit expressions for the error associated with the block rational Krylov approximation of matrix functions. Two formulas are proposed, both derived from characterizations of the residual of the block full orthogonal method. The first formula...