Introduction to Matrix Analysis and Applications by Fumio Hiai & Dénes Petz

Introduction to Matrix Analysis and Applications by Fumio Hiai & Dénes Petz

Author:Fumio Hiai & Dénes Petz
Language: eng
Format: epub
Publisher: Springer International Publishing, Cham


Since

it follows that maps into itself. Hence .

Theorem 4.40

Let be a non-linear matrix convex function on . Then there exists a unique probability Borel measure on such that

Proof: To prove this statement, we use the result due to Kraus that if is a matrix convex function on , then is and is matrix monotone on for every . Then we may assume that by considering . Since is a non-constant matrix monotone function on , by Theorem 4.38 there exists a probability Borel measure on such that

Since is easily seen, we have



Download



Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.