The matrix function $e^{tA+B}$ is representable as the Laplace transform of a matrix measure
Classical Analysis and ODEs
2016-10-05 v3
Abstract
Given a pair of matrices of size , we consider the matrix function of the variable . If the matrix is Hermitian, the matrix function is representable as the bilateral Laplace transform of a matrix-valued measure compactly supported on the real axis: The values of the measure are matrices of size , the support of this measure is contained in the convex hull of the spectrum of . If the matrix is also Hermitian, then the values of the measure are Hermitian matrices. The measure M(d{\lambda}) is not necessarily non-negative.
Keywords
Cite
@article{arxiv.1609.03870,
title = {The matrix function $e^{tA+B}$ is representable as the Laplace transform of a matrix measure},
author = {Victor Katsnelson},
journal= {arXiv preprint arXiv:1609.03870},
year = {2016}
}
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14 pages