Laplace transforms which are negative powers of quadratic polynomials

DOI10.1090/S0002-9947-08-04463-2zbMath1152.60019OpenAlexW2085129500MaRDI QIDQ3542011

Jacek Wesołowski, Gérard Letac

Publication date: 27 November 2008

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-08-04463-2

zbMATH Keywords

variance functionsnatural exponential familiesWishart distributionsLorentz conecharacterizations of probabilitiesGindikin theorem

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Laplace transform (44A10)

Related Items (9)

Some characterizations of the natural exponential families in \(\mathbb{R}^2\) and related Laplace transforms ⋮ Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions ⋮ 1-Meixner random vectors ⋮ The Laplace transform \((\det s)^{-p} \exp \operatorname{tr}(s^{-1}w)\) and the existence of non-central Wishart distributions ⋮ Binomial-${\chi^2}$ Vector Random Fields ⋮ Dual Lukacs regressions for non-commutative variables ⋮ Marshall–Olkin Laplace transform copulas of multivariate gamma distributions ⋮ Rational characteristic functions and geometric infinite divisibility ⋮ Meixner matrix ensembles

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