A ring of Brownian matrices (Q1102348)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A ring of Brownian matrices |
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A ring of Brownian matrices (English)
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1988
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The author presents conditions for the product of two Brownian matrices to be Brownian. A special class of Brownian matrices is then introduced which forms a ring. More properties of such a class of Brownian matrices are studied. The numerical calculations concerning these matrices are interesting. An inversion algorithm is also given at the concluding session.
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product
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Brownian matrices
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ring
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inversion algorithm
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