Probability distributions characterisations on a homogeneous cone

MaRDI QIDQ5092928zbMATH OpenFDO

Authors Imen Boutouria, Imed Bouzida

Publication date 26 July 2022

Full work available at URL http://www.mathem.pub.ro/apps/v24/A24-bt-ZAN96.pdf

zbMATH Keywords

homogeneous coneLaplace transformprobability distributionVinberg algebra

Mathematics Subject Classification ID

Other nonassociative rings and algebras (17D99) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Probability distributions: general theory (60E05)

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Cites work

• Characterization of the Wishart Distribution on Homogeneous Cones in the Bobecka and Wesolowski Way
• Characterization of the Wishart distributions on homogeneous cones
• Conditional natural exponential families
• Extension of the Olkin and Rubin characterization to the Wishart distribution on homogeneous cones
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• scientific article; zbMATH DE number 3355265 (Why is no real title available?)
• Positive Riesz distributions on homogeneous cones
• Riesz exponential families on symmetric cones
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• Wishart distributions on homogeneous cones

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(6)

• Calculation of the probability that a normal random vector lies in a circular cone
• Basic relative invariants associated to homogeneous cones and applications
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• The Cauchy q-distribution: properties and simulations

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