Matrix Subordinators and Related Upsilon Transformations
Matrix Subordinators and Related Upsilon Transformations
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DOI：
10.1137/s0040585x97982839
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发表时间：
2008-03
影响因子：
0.6
通讯作者：
O. Barndorff-Nielsen;V. Pérez-Abreu
中科院分区：
文献类型：
--
作者：
O. Barndorff-Nielsen;V. Pérez-Abreu
引入了矩阵从属子的一类Levy测度的上变换。给出了这些变换的正则化性质，如绝对连续性和完全单调性。刻画了具有完全单调矩阵密度的Levy测度类.利用一个向上变换构造了无限可分非负定随机矩阵的例子。
A class of upsilon transformations of Levy measures for matrix subordinators is introduced. Some regularizing properties of these transformations are derived, such as absolute continuity and complete monotonicity. The class of Levy measures with completely monotone matrix densities is characterized. Examples of infinitely divisible nonnegative definite random matrices are constructed using an upsilon transformation.