Probabilistic factorization of a quadratic matrix polynomial

DOI10.1017/S0305004100068845zbMath0724.60084OpenAlexW2160282873MaRDI QIDQ3212088

David Williams, Joanne Kennedy

Publication date: 1990

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0305004100068845

zbMATH Keywords

semigroupBrownian motionfactorizationlinear eigenvalue problem

Mathematics Subject Classification ID

Factorization of matrices (15A23) Brownian motion (60J65) Continuous-time Markov processes on discrete state spaces (60J27) Matrices over function rings in one or more variables (15A54) Transition functions, generators and resolvents (60J35)

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Cites Work

• Factorization of matrix functions and singular integral operators