Exponential and related probability distributions on symmetric matrices

DOI10.1016/J.SPL.2022.109499MaRDI QIDQ2670786zbMATH OpenOpenAlexWikidataFDO

Authors Abdelhamid Hassairi, Amel Roula

Publication date 1 June 2022

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

Full work available at URL https://doi.org/10.1016/j.spl.2022.109499

zbMATH Keywords

exponential distributionHelgason-Fourier transformPareto distributionreliability functionuniform distribution

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15)

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Cites work

• A characterization of the Riesz probability distribution
• Characterization of \((\eta,\gamma,k,2)\)-Dini-Lipschitz functions in terms of their Helgason Fourier transform
• Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
• Exponential probability distribution on symmetric matrices
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• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• scientific article; zbMATH DE number 2077608 (Why is no real title available?)
• Matrix-variate beta distribution
• Remarks on the Cauchy functional equation and variations of it
• Riesz Probability Distributions
• User-friendly tail bounds for sums of random matrices

Cited in

(8)

• On the Dirichlet distributions on symmetric matrices
• Some families of multivariate symmetric distributions related to exponential distribution
• Exponential probability distribution on symmetric matrices
• Matrix-Exponential Distributions in Applied Probability
• Characterization of Matrix-Exponential Distributions
• An alternative characterization for matrix exponential distributions
• Characterization of matrix probability distributions by mean residual lifetime
• The inverse Riesz probability distribution on symmetric matrices

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