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 -positive (virtual) quadratic map, where 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 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}
}