Accession Number:

AD0742911

Title:

Wiener-Hopf Factorization for Convolution Semigroups.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1972-01-01

Pagination or Media Count:

22.0

Abstract:

Given a convolution semigroup with the generator A, there exist two other convolution semigroups corresponding to a subordinator and the negative of a subordinator, and with generators A and A- respectively, such that for theta 0 theta I-A theta 1 I-A theta2 I - A- where the constants theta 1, theta 2 and the generators A, A- depend on theta. The domains of A, A- are identical with that of A. Moreover, this factorization is unique. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE