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) : Prabhu,N. U.

Report Date : JAN 1972

Pagination or Media Count : 22

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(+)) (theta(2) 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)

Descriptors :   (*STOCHASTIC PROCESSES, *GROUPS(MATHEMATICS)), OPERATORS(MATHEMATICS), DISTRIBUTION FUNCTIONS, MEASURE THEORY, RANDOM VARIABLES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE