A class of random matrices with infinitely divisible determinants

DOI10.1016/J.SPL.2006.06.006MaRDI QIDQ871034zbMATH OpenOpenAlexFDO

Authors M. Maejima, Víctor Pérez-Abreu

Publication date 15 March 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.06.006

zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+process&go=Go L��vy process]Wishart distributionsubordinatorrandom determinantorthogonally invariant matrix distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random matrices (algebraic aspects) (15B52)

Cites work

• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• Infinite divisibility and the waiting-time paradox
• On certain self-decomposable distributions
• On certain self-decomposable self-similar processes with independent increments
• The class of type G distributions on \(\mathbb{R}^d\) and related subclasses of infinitely divisible distributions

Cited in

(1)

• scientific article; zbMATH DE number 4156664 (Why is no real title available?)

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