DECOMPOSITION OF STOCHASTIC FLOWS AND ROTATION MATRIX

2002 ◽  
Vol 02 (01) ◽  
pp. 93-107 ◽  
Author(s):  
PAULO R. C. RUFFINO

We provide geometrical conditions on the manifold for the existence of the Liao's factorization of stochastic flows [10]. If M is simply connected and has constant curvature, then this decomposition holds for any stochastic flow, conversely, if every flow on M has this decomposition, then M has constant curvature. Under certain conditions, it is possible to go further on the factorization: φt = ξt°Ψt° Θt, where ξt and Ψt have the same properties of Liao's decomposition and (ξt°Ψt) are affine transformations on M. We study the asymptotic behaviour of the isometric component ξt via rotation matrix, providing a Furstenberg–Khasminskii formula for this skew-symmetric matrix.

2015 ◽  
Vol 12 (05) ◽  
pp. 1550058 ◽  
Author(s):  
Melek Erdoğdu ◽  
Mustafa Özdemir

In this paper, Cayley formula is derived for 4 × 4 semi-skew-symmetric real matrices in [Formula: see text]. For this purpose, we use the decomposition of a semi-skew-symmetric matrix A = θ1A1 + θ2A2 by two unique semi-skew-symmetric matrices A1 and A2 satisfying the properties [Formula: see text] and [Formula: see text] Then, we find Lorentzian rotation matrices with semi-skew-symmetric matrices by Cayley formula. Furthermore, we give a way to find the semi-skew-symmetric matrix A for a given Lorentzian rotation matrix R such that R = Cay (A).


2013 ◽  
Vol 15 (03) ◽  
pp. 1350007
Author(s):  
XIAOLE SU ◽  
HONGWEI SUN ◽  
YUSHENG WANG

Let △p1p2p3 be a geodesic triangle on M, a complete 2-dimensional Riemannian manifold of curvature ≥ k, and let [Formula: see text] be its comparison triangle on [Formula: see text] (a complete and simply connected 2-dimensional manifold of constant curvature k). Our main result is that if △p1p2p3 is areable, then its area is not less than that of [Formula: see text].


10.37236/1263 ◽  
1995 ◽  
Vol 3 (2) ◽  
Author(s):  
Donald E. Knuth

A combinatorial construction proves an identity for the product of the Pfaffian of a skew-symmetric matrix by the Pfaffian of one of its submatrices. Several applications of this identity are followed by a brief history of Pfaffians.


1959 ◽  
Vol 11 ◽  
pp. 48-50 ◽  
Author(s):  
Martin Pearl

In a recent paper (3)* the following theorem was proved for real matrices.Theorem 1. If A is a symmetric matrix and Q is a skew-symmetric matrix such that A + Q is non-singular, then1is a cogredient automorph (c.a.) of A whose determinant is + 1 and having theproperty that A and I + P span the same row space.Conversely, if P is a c.a. of A whose determinant is + 1 and if P has theproperty that I + P and A span the same row space, then there exists a skew symmetricmatrix Q such that P is given by equation (1).Theorem 1 reduces to the well-known Cayley parameterization in the case where A is non-singular. A similar and somewhat simpler result (Theorem 4) was given for the case when the underlying field is the complex field. It was also shown that the second part of the theorem (in either form) is false when the characteristic of the underlying field is 2. The purpose of this paper is to simplify the proof of Theorem 1 and at the same time, to extend these results to matrices over an arbitrary field of characteristic ≠ 2.


Author(s):  
ZONGXIA LIANG

In this paper we prove Kunita-type stochastic differential equation (SDE) [Formula: see text], t > s, driven by a spatial continuous semimartingale F (x, t) =(F1 (x, t), …, Fm (x, t)), x ∈ ℜm, with local characteristic (a, b), in the sense of Kunita (Chap. 3 of Ref. 10), can produce a stochastic flow of homeomorphisms of ℜm into itself almost surely under the (a, b) satisfies non-Lipschitz conditions. This result bases on recent works12 by the author.


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