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Infinitesimal generator information


In mathematics, the term infinitesimal generator may refer to:

  • an element of the Lie algebra, associated to a Lie group
  • Infinitesimal generator (stochastic processes), of a stochastic process
  • infinitesimal generator matrix, of a continuous time Markov chain, a class of stochastic processes
  • Infinitesimal generator of a strongly continuous semigroup

and 20 Related for: Infinitesimal generator information

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Infinitesimal generator

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mathematics, the term infinitesimal generator may refer to: an element of the Lie algebra, associated to a Lie group Infinitesimal generator (stochastic processes)...

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Generator

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group, group generators in abstract algebra Infinitesimal generator (stochastic processes), in stochastic analysis Application generator, software that...

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Lie point symmetry

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elements known as infinitesimal generators. These mathematical objects form a Lie algebra of infinitesimal generators. Deduced "infinitesimal symmetry conditions"...

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Infinitesimal transformation

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mathematics, an infinitesimal transformation is a limiting form of small transformation. For example one may talk about an infinitesimal rotation of a rigid...

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Feller process

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semigroups) can be described by their infinitesimal generator. A function f in C0 is said to be in the domain of the generator if the uniform limit A f = lim...

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Cross product

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product with n therefore describes the infinitesimal generator of the rotations about n. These infinitesimal generators form the Lie algebra so(3) of the rotation...

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Quantum Markov semigroup

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of classical Markov processes in view of operator theory. The infinitesimal generator of a quantum dynamical semigroup T {\displaystyle {\mathcal {T}}}...

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Infinitesimal rotation matrix

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matrices. Generators of rotations Infinitesimal rotations Infinitesimal rotation tensor Infinitesimal transformation Rotation group SO(3)#Infinitesimal rotations...

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Markov operator

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)} , where μ {\displaystyle \mu } is an invariant measure. The infinitesimal generator L {\displaystyle L} of the Markov semigroup P = { P t } t ≥ 0 {\displaystyle...

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Vector flow

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(Riemannian geometry) matrix exponential exponential function infinitesimal generator (→ Lie group) integral curve (→ vector field) one-parameter subgroup...

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Analytic semigroup

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perturbations of the infinitesimal generator, and a relationship between the type of the semigroup and the spectrum of the infinitesimal generator. Let Γ(t) = exp(At)...

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Stochastic analysis on manifolds

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relation that the infinitesimal generator of a continuous strong Markov process is a second-order elliptic operator. The infinitesimal generator of Brownian...

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Symplectic group

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{Sp} (2n,\mathbf {R} )} can have a fairly explicit description using generators. If we let Sym ⁡ ( n ) {\displaystyle \operatorname {Sym} (n)} denote...

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Brownian motion

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S^{(1)}(\omega ,T)} is broad even in the infinite time limit. The infinitesimal generator (and hence characteristic operator) of a Brownian motion on Rn...

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Pauli matrices

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be seen as an infinitesimal generator of SU(2). The elements of SU(2) are exponentials of linear combinations of these three generators, and multiply...

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Diffusion process

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Dynkin's formula Feynman–Kac formula Filtration Girsanov theorem Infinitesimal generator Itô integral Itô's lemma Karhunen–Loève theorem Kolmogorov continuity...

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Optimal stopping

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{S}}\setminus \partial D} , where A {\displaystyle {\mathcal {A}}} is the infinitesimal generator of ( Y t ) {\displaystyle (Y_{t})} then ϕ ( y ) ≥ V ( y ) {\displaystyle...

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Killing vector field

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pseudo-Riemannian manifold) that preserves the metric. Killing fields are the infinitesimal generators of isometries; that is, flows generated by Killing fields are continuous...

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Abstract differential equation

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the infinitesimal generator of a C0-semigroup on X {\displaystyle X} . Roughly speaking, if − A ( t ) {\displaystyle -A(t)} is the infinitesimal generator...

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Autoregressive model

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Dynkin's formula Feynman–Kac formula Filtration Girsanov theorem Infinitesimal generator Itô integral Itô's lemma Karhunen–Loève theorem Kolmogorov continuity...

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