A Generalization of Lévy's Theorem on Transition Matrices

Autoren: Moritz Gerlach (2024)

We generalize a fundamental theorem on transition matrices 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.

 

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