Related papers: Chi-Square Mixture Representations for the Distrib…
A (p-1)-variate integral representation is given for the cumulative distribution function of the general p-variate non-central gamma distribution with a non-centrality matrix of any admissible rank. The real part of products of well known…
With any symmetric distribution $\mu$ on the real line we may associate a parametric family of noncentral distributions as the distributions of $(X+\delta)^2$, $\delta\not=0$, where $X$ is a random variable with distribution $\mu$. The…
A characterization of the existence of non-central Wishart distributions (with shape and non-centrality parameter) as well as the existence of solutions to Wishart stochastic differential equations (with initial data and drift parameter) in…
It is shown that a noncentral Wishart mixture of noncentral Wishart distributions with the same degrees of freedom yields a noncentral Wishart distribution, thereby extending the main result of Jones and Marchand [Stat 10 (2021), Paper No.…
In the present paper new insights into the study of the Non-central Dirichlet distribution are provided. This latter is the analogue of the Dirichlet distribution obtained by replacing the Chi-Squared random variables involved in its…
New formulas for the moments about zero of the Non-central Chi-Squared and the Non-central Beta distributions are achieved by means of novel approaches. The mixture representation of the former model and a new expansion of the ascending…
We investigate existence and properties of discrete mixture representations $P_\theta =\sum_{i\in E} w_\theta(i) \, Q_i$ for a given family $P_\theta$, $\theta\in\Theta$, of probability measures. The noncentral chi-squared distributions…
The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original…
Necessary conditions for the existence of non-central Wishart distributions are given. Our method relies on positivity properties of spherical polynomials on Euclidean Jordan Algebras and advances an approach by Peddada and Richards (1991),…
This paper discusses the approximate distributions of eigenvalues of a singular Wishart matrix. We give the approximate joint density of eigenvalues by Laplace approximation for the hyper-geometric functions of matrix arguments.…
This paper introduces Schur-constant equilibrium distribution models of dimension n for arithmetic non-negative random variables. Such a model is defined through the (several orders) equilibrium distributions of a univariate survival…
Wishart ensembles of random matrix theory have been useful in modeling positive definite matrices encountered in classical and quantum chaotic systems. We consider nonzero means for the entries of the constituting matrix A which defines the…
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…
The noncentral Wishart distribution has become more mainstream in statistics as the prevalence of applications involving sample covariances with underlying multivariate Gaussian populations as dramatically increased since the advent of…
Random matrix theory has become a cornerstone in modern statistics and data science, providing fundamental tools for understanding high-dimensional covariance structures. Within this framework, the Wishart matrix plays a central role in…
In this paper, we determine the density functions of nonsymmetrised doubly noncentral matrix variate beta type I and II distributions. The nonsymetrised density functions of doubly noncentral and noncentral bimatrix variate generalised beta…
The transition probability of a Cox-Ingersoll-Ross process can be represented by a non-central chi-square density. First we prove a new representation for the central chi-square density based on sums of powers of generalized Gaussian random…
If a nonnegative selfadjoint linear relation $A$ in a Hilbert space and a closed subspace $\mathcal{S}$ are assumed to satisfy that the domain of $A$ is invariant under the orthogonal projector onto $\mathcal{S},$ then $A$ admits a…
An explicit formula for the Schur multiplier of the group of unitriangular matrices over products of cyclic rings $\ZZ/m\ZZ$ and $\ZZ$ is derived. We use it to provide presentations of the corresponding covering groups and touch upon the…
The underlying mixing of quark components of scalar mesons is probed in $\pi K$ scattering within a generalized linear sigma model that contains two scalar meson nonets and two pseudoscalar meson nonets (a quark-antiquark and a four-quark).…