The stable processes on symmetric matrices

DOI10.1016/j.ajmsc.2017.09.002zbMath1387.60081OpenAlexW2763139840MaRDI QIDQ683439

Farouk Mselmi

Publication date: 6 February 2018

Published in: Arab Journal of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ajmsc.2017.09.002

zbMATH Keywords

Wishart distributionstable processcumulant function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

Related Items (1)

The normal tempered stable regression model

Cites Work

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• Moment for the inverse Riesz distributions
• Multivariate stable exponential families and Tweedie scale
• Exponential stopping and drifted stable processes
• Mixture of the Riesz distribution with respect to the generalized multivariate gamma distribution
• Survival models for heterogeneous populations derived from stable distributions
• Further identities for the Wishart distribution with applications in regression
• All Invariant Moments of the Wishart Distribution
• Mixture of the Riesz Distribution with Respect to a Multivariate Poisson
• Chance and Stability

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