Wiener-Hopf Factorization for Convolution Semigroups.
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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1972
- Accession Number
- AD0742911
Entities
People
- N. U. Prabhu
Organizations
- University of Wisconsin–Madison