A generalized Mehler semigroup (Ornstein-Uhlenbeck semigroup) associated with some strongly continuous semigroup of linear operators on a real separable Hilbert space may be defined by using a skew convolution semigroup. Under a mild moment assumption, it is proved that the characteristic functional of any centered skew convolution semigroup is absolutely continuous and characterizations are gi...

Skew convolution semigroups play an important role in the study of generalized Mehler semigroups and Ornstein-Uhlenbeck processes. We give a characterization for a general skew convolution semigroup on real separable Hilbert space whose characteristic functional is not necessarily differentiable at the initial time. A connection between this subject and catalytic branching superprocesses is est...

In this paper, we further investigate the local Hermitian and skew-Hermitian splitting (LHSS) iteration method and the modified LHSS (MLHSS) iteration method for solving generalized nonsymmetric saddle point problems with nonzero (2,2) blocks. When A is non-symmetric positive definite, the convergence conditions are obtained, which generalize some results of Jiang and Cao [M.-Q. Jiang and Y. Ca...

In this work, we study a class of generalized quasi-cyclic (GQC) codes called skew GQC codes. By the factorization theory of ideals, we give the Chinese Remainder Theorem over the skew polynomial ring, which leads to a canonical decomposition of skew GQC codes. We also focus on some characteristics of skew GQC codes in details. For a 1-generator skew GQC code, we define the parity-check polynom...

The Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) type models have become important tools in financial application since their ability to estimate the volatility of time series data. In empirical literature, presence skewness and heavy-tails impacts on how well GARCH-type able capture market sufficiently. This study estimates asset returns based GARCH(1,1) model assuming Ske...