A characterization of the type of the Cauchy-Hua measure on real symmetric matrices

DOI10.1007/BF01246629MaRDI QIDQ1103941zbMATH OpenFDO

Authors Jean-Louis Dunau, Henri Sénateur

Publication date 1988

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01246629

zbMATH Keywords

Cauchy distributioninvariance under the symplectic group

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Review text

The Cauchy-Hua probability measure on the set of \(n\times n\) real symmetric matrices is introduced and characterized by its invariance under the symplectic group. This is a continuation of a series of papers by the same authors, where other group structures were used, see e.g. Probability measures on groups VIII, Proc. 8th Conf., Oberwolfach/Ger. 1985, Lect. Notes Math. 1210, 41-57 (1986; Zbl 0615.60002), for an abstract formulation of the problem.

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Cites work

• A Characterization of the Cauchy Type
• A characterization of the type of the Cauchy-Hua measure on real symmetric matrices
• An elementary proof of the Knight-Meyer characterization of the Cauchy distribution
• scientific article; zbMATH DE number 3181414 (Why is no real title available?)
• scientific article; zbMATH DE number 3996729 (Why is no real title available?)
• scientific article; zbMATH DE number 3104908 (Why is no real title available?)
• Seul le groupe des similitudes-inversions préserve le type de la loi de Cauchy-conforme de \({\mathbb{R}}^ n\) pour \(n>1\). (Only the group of similitude-inversions preserves the Cauchy-conformal type distributions of \({\mathbb{R}}^ n\) for \(n>1)\)
• Symplectic Geometry
• Une caract�risation de la loi de Cauchy

Cited in

(2)

• A characterization of the type of the Cauchy-Hua measure on real symmetric matrices
• Random continued fractions and inverse Gaussian distribution on a symmetric cone

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