Riesz measures and Wishart laws associated to quadratic maps
نویسندگان
چکیده
We introduce a natural definition of Riesz measures and Wishart laws associated to an Ω-positive (virtual) quadratic map, where Ω ⊂ Rn 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 transitively, then the associated Riesz measure and Wishart law are described explicitly by making use of theory of relatively invariant distributions on homogeneous cones.
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