Represenfatirns for Eigenfuncfirns of Expecfed Value Operators in '!he Wishart Distribufion
نویسنده
چکیده
Kuslmer et r:r.Z [9], [10] have posed the problem of characterising the "EP" ftulction f(S) for which E(f(S)) = A fer), whenever the m x mmatrix S has the Wishart distribution n W(m,n,L). In this article, we obtain integral representations for all non-negative EP ftmctions. It is also shown that any botulded EP ftulction is harmonic, and that EP polynomials may be used to approximate the flmctions in certain LP spaces. Abbreviated title: Representations for EP functions.
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