A characterization of real matrix semigroups

Abstract

We characterize all real matrix semigroups satisfying a mild boundedness assumption, without assuming continuity. Besides the continuous solutions of the semigroup functional equation, we give a description of solutions arising from non-measurable solutions of Cauchy's functional equation. To do so, we discuss the primary decomposition and the Jordan-Chevalley decomposition of a matrix semigroup. Our motivation stems from a characterization of all multi-dimensional self-similar Gaussian Markov processes, which is given in a companion paper.