Real gamma distribution on analytic bundles of flag varieties

Haoming Wang

Real gamma distribution on analytic bundles of flag varieties

Algebraic Geometry 2026-04-24 v2 Combinatorics Probability

Authors: Haoming Wang

Abstract

This paper introduces four matrix normal distributions on analytic bundles of flag varieties, extending the separable covariance $\varPhi \otimes \varPsi$ with potentially variable-level ( $\varPsi$ ) and/or sample-level ( $\varPhi$ ) correlations. The joint distribution of sample variances and covariances, leading to the product moment distribution, is considered when precision matrices admit a specific form. Several well-known consequences, including the non-central Wishart distribution and normal quadratic forms, now appear as corollaries.

Keywords

gamma distribution analytic bundles flag varieties matrix normal distribution Wishart distribution

Cite

@article{arxiv.2601.21304,
  title  = {Real gamma distribution on analytic bundles of flag varieties},
  author = {Haoming Wang},
  journal= {arXiv preprint arXiv:2601.21304},
  year   = {2026}
}

Comments

This is the first of the series of articles: arXiv:2601.21304; arXiv:2410.14490; arXiv:2505.00470

Real gamma distribution on analytic bundles of flag varieties

Abstract

Keywords

Cite

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