Matrix Subordinators and Related Upsilon Transformations

DOI10.1137/S0040585X97982839zbMath1152.60017OpenAlexW2051411341MaRDI QIDQ3521323

Victor Perez-Abreu, Ole Eiler Barndorff-Nielsen

Publication date: 21 August 2008

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97982839

zbMATH Keywords

random matricesinfinite divisibilityLevy measurescompletely monotone matrix functionscone valued random variables

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Random matrices (algebraic aspects) (15B52)

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