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Mark Kac introduced a method for calculating the distribution of the integral Av=[integral operator]0Tv(Xt) dt for a function v of a Markov process (Xt, t[greater-or-equal, slanted]0) and a suitable random time T, which yields the Feynman-Kac formula for the moment-generating function of Av. We...
Persistent link: https://www.econbiz.de/10008873153
We consider the elementary divisors and determinant of a uniformly distributed nxn random matrix with entries in the ring of integers of an arbitrary local field. We show that the sequence of elementary divisors is in a simple bijective correspondence with a Markov chain on the non-negative...
Persistent link: https://www.econbiz.de/10008872846