Related papers: Generalised matricvariate $T$-distribution
Supposing Kotz-Riesz type I and II distributions and their corresponding independent univariate Riesz distributions the associated generalised matrix multivariate T distributions, termed matrix multivariate T-Riesz distributions are…
This paper proposes a generalisation of the Pearson type II distribution, which shall termed Pearson Type II-Riesz distribution, based in the Kotz-Riesz distribution. Specifically, the central nonsingular matricvariate generalised Pearson…
This article derives the distribution of random matrix $\mathbf{X}$ associated with the transformation $\mathbf{Y} = \mathbf{X}^{*}\mathbf{X}$, such that $\mathbf{Y}$ has a Riesz distribution for real normed division algebras. Two versions…
This article derives several properties of the Riesz distributions, such as their corresponding Bartlett decompositions, the inverse Riesz distributions and the distribution of the generalised variance for real normed division algebras. In…
Matrix multivariate Pearson type II-Riesz distribution is defined and some of its properties are studied. In particular, the associated matrix multivariate beta distribution type I is derived. Also the singular values and eigenvalues…
The Riesz distribution for real normed division algebras is derived in this work. Then two versions of these distributions are proposed and some of their properties are studied.
Several distributions are studied, simultaneously in the real, complex, quaternion and octonion cases. Specifically, these are the central, nonsingular matricvariate and matrix multivariate T and beta type II distributions and the joint…
The Wishart probability distribution on symmetricmatrices has been initially defined by mean of the multivariateGaussian distribution as an of the chi-square distribution. A moregeneral definition is given using results for harmonic…
This paper proposes a unified approach to enable the study of diverse distributions in the real, complex, quaternion and octonion cases, simultaneously. In particular, the central, nonsingular matricvariate and matrix multivariate Pearson…
The aim of this paper is to study the mixture of the Riesz distribution on symmetric matrices with respect to the multivariate Poisson distribution. We show, in particular, that this distribution is related to the modified Bessel function…
In this paper, we extend the study of bivariate generalised beta type I and II distributions to the matrix variate case.
In this paper, the study of bivariate generalised beta type I and II distributions is extended to the complex matrix variate case, for which the corresponding density functions are found. In addition, for complex bimatrix variate beta type…
Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases…
We derive sharp non - asymptotical Lebesgue - Riesz as well as Grand Lebesgue Space norm estimations for different norms of matrix martingales through these norms for the correspondent martingale differences and through the entropic…
We provide a new and simple characterization of the multivariate generalized Laplace distribution. In particular, this result implies that the product of a Gaussian matrix with independent and identically distributed columns by an…
Given a variety over $\mathbb{Q}$, we study the distribution of the number of primes dividing the coordinates as we vary an integral point. Under suitable assumptions, we show that this has a multivariate normal distribution. We generalise…
This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…
Classes of multivariate and cone valued infinitely divisible Gamma distributions are introduced. Particular emphasis is put on the cone-valued case, due to the relevance of infinitely divisible distributions on the positive semi-definite…
In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…
We extend the construction of [19] by introducing spaces of generalized tensor fields on smooth manifolds that possess optimal embedding and consistency properties with spaces of tensor distributions in the sense of L. Schwartz. We thereby…