全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...
Statistics  2011 

Riesz measures and Wishart laws associated to quadratic maps

Full-Text   Cite this paper   Add to My Lib

Abstract:

We introduce a natural definition of Riesz measures and Wishart laws associated to an $\Omega$-positive (virtual) quadratic map, where $\Omega \subset \real^n$ is a regular open convex cone. We give a general formula for moments of the Wishart laws. Moreover, if the quadratic map has an equivariance property under the action of a linear group acting on the cone $\Omega$ transitively, then the associated Riesz measure and Wishart law are described explicitly by making use of theory of relatively invariant distributions on homogeneous cones.

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133