The Wishart distribution on symmetric cones

DOI10.1007/978-3-031-32009-5_23MaRDI QIDQ6119357

John Magero Mango, Sergei D. Silvestrov, Asaph Keikara Muhumuza, Godwin Kakuba, Anatoliy Malyarenko, Karl Lundengård

Publication date: 22 March 2024

Published in: Non-commutative and Non-associative Algebra and Analysis Structures (Search for Journal in Brave)

zbMATH Keywords

Wishart distributionJordan algebrasymmetric coneVandermonde determinant

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Determinants, permanents, traces, other special matrix functions (15A15) Positive matrices and their generalizations; cones of matrices (15B48) Hermitian symmetric spaces, bounded symmetric domains, Jordan algebras (complex-analytic aspects) (32M15) Random matrices (algebraic aspects) (15B52)

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