Proof of a conjecture of M.L. Eaton on the characteristic function of the Wishart distribution

DOI10.1214/aop/1176990455zbMath0728.62053OpenAlexW2019506581WikidataQ56267537 ScholiaQ56267537MaRDI QIDQ805110

Shyamal Das Peddada, Donald St. P. Richards

Publication date: 1991

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990455

zbMATH Keywords

orthogonal groupcharacteristic functioninfinite divisibilitydecomposabilitySchur functionzonal polynomialDelphic semigroupLaguerre polynomial of matrix argumentnoncentral Wishart distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10)

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