Matrix Dirichlet processes

DOI10.1214/18-AIHP903MaRDI QIDQ2320388

Songzi Li

Publication date: 22 August 2019

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.04472

zbMATH Keywords

diffusion operatorsWishart processesmatrix Dirichlet processes

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Linear symmetric and selfadjoint operators (unbounded) (47B25) Random matrices (algebraic aspects) (15B52)

Related Items (1)

The Markov sequence problem for the Jacobi polynomials and on the simplex

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Diffusions with polynomial eigenvectors via finite subgroups of \(O(3)\)
• Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws
• Wishart processes
• A formula on multivariate Dirichlet distributions
• Multivariate Liouville distributions. IV
• Orthogonal polynomials and diffusion operators
• Spectral distribution of the free Jacobi process
• Spectral distribution of the free Jacobi process associated with one projection
• A Characterization of the Wishart Distribution
• Analysis and Geometry of Markov Diffusion Operators
• Dyson Processes Associated with Associative Algebras: The Clifford Case

This page was built for publication: Matrix Dirichlet processes