Hoffmann-Jørgensen inequalities for random walks on the cone of positive definite matrices

DOI10.1007/s10959-022-01189-7zbMath1516.60011arXiv2206.10138OpenAlexW4288720949WikidataQ114225085 ScholiaQ114225085MaRDI QIDQ6161608

No author found.

Publication date: 5 June 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.10138

zbMATH Keywords

Riemannian metricrandom walkWishart distributionsymmetric coneThompson's metricsubmartingaleorthogonal invarianceHoffmann-Jørgensen inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15) Random matrices (probabilistic aspects) (60B20) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Transformations on positive definite matrices preserving generalized distance measures
• Geometric properties of positive definite matrices cone with respect to the Thompson metric
• The Hoffmann-Jørgensen inequality in metric semigroups
• Probability inequalities and tail estimates for metric semigroups
• Bounds for the distribution of the generalized variance
• Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging
• Ramanujan's master theorem for symmetric cones
• Deconvolution density estimation on \(\text{SO}(N)\)
• Generalization of the Hilbert metric to the space of positive definite matrices
• An empirical Bayes approach to directional data and efficient computation on the sphere
• The Riemannian geometry of the space of positive-definite matrices and its application to the regularization of positive-definite matrix-valued data
• Integral transform methods in goodness-of-fit testing. II: The Wishart distributions
• Statistical inverse problems on manifolds
• Information and Exponential Families
• Harmonic Analysis on Symmetric Spaces—Euclidean Space, the Sphere, and the Poincaré Upper Half-Plane
• Multivariate Stochastic Volatility: A Review
• On the exact distributions of the extreme roots of the Wishart and MANOVA matrices

This page was built for publication: Hoffmann-Jørgensen inequalities for random walks on the cone of positive definite matrices