Beta-hypergeometric probability distribution on symmetric matrices

DOI10.1016/j.aam.2017.05.005zbMath1366.60006arXiv1302.3514OpenAlexW2963271642MaRDI QIDQ2360731

O. Regaig, Abdelhamid Hassairi, Mohamed Amine Masmoudi

Publication date: 4 July 2017

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.3514

zbMATH Keywords

continued fractionssymmetric matricesspherical functiongeneralized powermatrix hypergeometric functionzonal polynomial with matrix argument

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Probability theory on linear topological spaces (60B11) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Cites Work

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• Explicit stationary distributions for compositions of random functions and products of random matrices
• Beta-hypergeometric distributions and random continued fractions
• On the Dirichlet distributions on symmetric matrices
• Characterizations of the beta distribution on symmetric matrices
• Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• An identity involving invariant polynomials of matrix arguments
• Matrix-variate Kummer-Beta distribution

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