Remarks on Krein-Kotani’s correspondence between strings and Herglotz functions
Abstract
In the study of spectral functions of Strum-Liouville operators, S. Kotani found a one-to-one correspondence between the operators and Herglotz functions determining the spectral measures. In the present paper we give another correspondence to a class of Lévy processes obtained as a compensated integrals of Brownian local times. As an application the continuity theorem of Kotani’s correspondence is extended.
Permanent link to this document: http://projecteuclid.org/euclid.pja/1236004149
Digital Object Identifier: doi:10.3792/pjaa.85.22
Mathematical Reviews number (MathSciNet): MR2502414
Zentralblatt MATH identifier: 1177.47053
References
Proceedings of the Japan Academy, Series A, Mathematical Sciences