The Laplace transform \((\det s)^{-p} \exp \operatorname{tr}(s^{-1}w)\) and the existence of non-central Wishart distributions

DOI10.1016/j.jmva.2017.10.005zbMath1386.60068OpenAlexW2767066092MaRDI QIDQ1686155

Gérard Letac, Hélène Massam

Publication date: 21 December 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2017.10.005

zbMATH Keywords

Euclidean Jordan algebrasrandom matriceszonal polynomialsnon-central Wishart

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Random matrices (algebraic aspects) (15B52)

Related Items (6)

Preservers of totally positive kernels and Pólya frequency functions ⋮ The Laplace transform \((\det s)^{-p} \exp \operatorname{tr}(s^{-1}w)\) and the existence of non-central Wishart distributions ⋮ Tree quantum field theory ⋮ Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix ⋮ On Wishart and noncentral Wishart distributions on symmetric cones ⋮ The Fisher information of curved exponential families and the elegant Kagan inequality

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