A Note on Polynomial Diagonalization and Wiener Hopf Factorization of 2 × 2 Matrices
نویسندگان
چکیده
منابع مشابه
un 2 00 9 A note on Wiener - Hopf factorization for Markov Additive processes
We prove the Wiener-Hopf factorization for Markov Additive processes. We derive also Spitzer-Rogozin theorem for this class of processes which serves for obtaining Kendall’s formula and Fristedt representation of the cumulant matrix of the ladder epoch process. Finally, we also obtain the so-called ballot theorem.
متن کاملA NOTE VIA DIAGONALITY OF THE 2 × 2 BHATTACHARYYA MATRICES
In this paper, we consider characterizations based on the Bhattacharyya matrices. We characterize, under certain constraint, dis tributions such as normal, compound poisson and gamma via the diago nality of the 2 X 2 Bhattacharyya matrix.
متن کاملThe Wiener-Hopf factorization
We give a description of the classical Wiener-Hopf factorization from the point of view of excursion theory concentrating mainly on the case of random walks as opposed to Lévy processes. The exposition relies primarily on the ideas of Greenwood and Pitman (1979, 1980).
متن کاملDiagonalization of Sp(2) matrices
The two-by-two Sp(2) matrix has three parameters with unit determinant. Yet, there are no established procedures for diagonalizing this matrix. It is shown that this matrix can be written as a similarity transformation of the two-by-two Wigner matrix, derivable from Wigner’s little group which dictates the internal space-time symmetries of relativistic particles. The Wigner matrix can be diagon...
متن کاملWiener-Hopf Factorization: Probabilistic methods
Philippe Robert Inria Rocquencourt March 17, 1997 [summary by Jean-Fran cois Dantzer]
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik
سال: 1992
ISSN: 0044-2267,1521-4001
DOI: 10.1002/zamm.19920720814