A Generalization of Lévy's Theorem on Positive Matrix Semigroups

2024/01/07 by Gerlach, Moritz
#47B65 #47D03 #FOS: Mathematics #Functional Analysis (math.FA) #Primary 60J35 #Probability (math.PR) #Secondary: 46A40

paper · doi:10.48550/arxiv.2401.03487

Abstract

We generalize a fundamental theorem on positive matrix semigroups stating that each component is either strictly positive for all times or identically zero ("Lévy's Theorem"). Our proof of this fact that does not require the matrices to be Markovian nor to be continuous at time zero. We also provide a formulation of this theorem in the terminology of one-parameter operator semigroups on sequence spaces.

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