A Matsumoto–Yor characterization for Kummer and Wishart random matrices
نویسندگان
چکیده
منابع مشابه
Wishart and Anti-Wishart random matrices
We provide a compact exact representation for the distribution of the matrix elements of the Wishart-type random matrices AA, for any finite number of rows and columns of A, without any large N approximations. In particular we treat the case when the Wishart-type random matrix contains redundant, non-random information, which is a new result. This representation is of interest for a procedure o...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2018
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2017.12.041