Laplace transforms which are negative powers of quadratic polynomials

DOI10.1090/S0002-9947-08-04463-2zbMATH Open1152.60019OpenAlexW2085129500MaRDI QIDQ3542011FDOQ3542011

Authors: Gérard Letac, Jacek Wesołowski 

Publication date: 27 November 2008

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-08-04463-2

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zbMATH Keywords

natural exponential familiesvariance functionsWishart distributionsLorentz conecharacterizations of probabilitiesGindikin theorem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10) Laplace transform (44A10)

Cites Work

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• Covariance hypothesis which are linear in both the covariance and the inverse covariance
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• The diagonal multivariate natural exponential families and their classification
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• A Characterization of the Gamma Distribution
• Which multivariate gamma distributions are infinitely divisible?
• Characterization of infinitely divisible multivariate gamma distributions
• Quadratic and inverse regressions for Wishart distributions.
• Invariant generalized functions in homogeneous domains
• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
• Characterization of the Jørgensen set in generalized linear models
• Bivariate Lukacs type regression characterizations

Cited In (9)

• Some characterizations of the natural exponential families in \(\mathbb{R}^2\) and related Laplace transforms
• Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions
• Meixner matrix ensembles
• Dual Lukacs regressions for non-commutative variables
• Marshall-Olkin Laplace transform copulas of multivariate gamma distributions
• 1-Meixner random vectors
• Rational characteristic functions and geometric infinite divisibility
• The Laplace transform \((\det s)^{-p} \exp \operatorname{tr}(s^{-1}w)\) and the existence of non-central Wishart distributions
• Binomial-${\chi^2}$ Vector Random Fields

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