MatG Random Matrices

DOI10.1080/15326340600878560zbMath1108.60005MaRDI QIDQ3424146

Alfonso Rocha-Arteaga, Victor Perez-Abreu, Ole Eiler Barndorff-Nielsen

Publication date: 15 February 2007

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340600878560

zbMATH Keywords

matrix valued Lévy process; completely monotone matrix function; type \(G\)

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60B99: Probability theory on algebraic and topological structures

Related Items

Matrix variate generalized asymmetric Laplace distributions, Selfdecomposable fields, Infinitely divisible multivariate and matrix gamma distributions, On the Process of the Eigenvalues of a Hermitian Lévy process

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