English

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 A,BA,B of matrices of size n×nn\times n, we consider the matrix function eAt+Be^{At+B} of the variable tCt\in\mathbb{C}. If the matrix AA is Hermitian, the matrix function eAt+Be^{At+B} is representable as the bilateral Laplace transform of a matrix-valued measure M(dλ)M(d\lambda) compactly supported on the real axis: eAt+B=eλtM(dλ).e^{At+B}=\int{}e^{\lambda t}\,M(d\lambda). The values of the measure M(dλ)M(d\lambda) are matrices of size n×nn\times n, the support of this measure is contained in the convex hull of the spectrum of AA. If the matrix BB is also Hermitian, then the values of the measure M(dλ)M(d\lambda) 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}
}

Comments

14 pages

R2 v1 2026-06-22T15:48:27.059Z