English

Riesz measures and Wishart laws associated to quadratic maps

Statistics Theory 2011-07-06 v1 Statistics Theory

Abstract

We introduce a natural definition of Riesz measures and Wishart laws associated to an Ω\Omega-positive (virtual) quadratic map, where Ωn\Omega \subset \real^n is a regular open convex cone. We give a general formula for moments of the Wishart laws. Moreover, if the quadratic map has an equivariance property under the action of a linear group acting on the cone Ω\Omega transitively, then the associated Riesz measure and Wishart law are described explicitly by making use of theory of relatively invariant distributions on homogeneous cones.

Keywords

Cite

@article{arxiv.1107.0147,
  title  = {Riesz measures and Wishart laws associated to quadratic maps},
  author = {Piotr Graczyk and Ishi Hideyuki},
  journal= {arXiv preprint arXiv:1107.0147},
  year   = {2011}
}