The matrix function e^tA+B is representable as the Laplace transform of a matrix measure

Abstract: Given a pair

A, B

of matrices of size

n i m e s n

, we consider the matrix function

e^{A t + B}

of the variable

t i n m a t h b b C

. If the matrix

A

is Hermitian, the matrix function

e^{A t + B}

is representable as the bilateral Laplace transform of a matrix-valued measure

M (d l a m b d a)

compactly supported on the real axis:

e^{At+B}=int{}e^{lambda t},M(dlambda).

The values of the measure

M (d l a m b d a)

are matrices of size

n i m e s n

, the support of this measure is contained in the convex hull of the spectrum of

A

. If the matrix

B

is also Hermitian, then the values of the measure

M (d l a m b d a)

are Hermitian matrices. The measure M(d{lambda}) is not necessarily non-negative.

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