Loewner proved that all non-singular TP matrices can be generated by a differential equation, deriving from the theory of transformation semigroups. We illustrate how his equation, once extended to compounds, can be employed as a tool for the study of TP matrices. It is also related to probability theory. We discuss the problem of stochastic embedding and show how probabilistic methods, applied to his equation, can be used to reveal properties of TP matrices. The paper contains improved versions of older results of the author, together with new proofs of the generalized ''Hadamard-Fischer'' inequalities and the Feynman-Kac formula, as well as a novel derivation of the Frydman-Singer embedding theorem.
机构:
INRIA Saclay Ile De France, Palaiseau, France
CNRS, CMAP, Ecole Polytech, Palaiseau, France
Ecole Polytech, CMAP, Route Saclay, F-91128 Palaiseau, FranceINRIA Saclay Ile De France, Palaiseau, France
Stephane, Gaubert
Adi, Niv
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机构:
Kibbutzim Coll Educ, Fac Sci, Tel Aviv, Israel
149 Namir Rd, Tel Aviv, IsraelINRIA Saclay Ile De France, Palaiseau, France