Dirichlet partition on symmetric matrices

DOI10.1007/S13226-015-0109-8zbMATH Open1342.15030OpenAlexW2075868445MaRDI QIDQ5963333FDOQ5963333

Authors: M. Ghorbel, M. Ben Farah 

Publication date: 7 March 2016

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13226-015-0109-8

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zbMATH Keywords

Laplace transformDirichlet distributionrandom matrixWishart distributiongamma distributionDirichlet partition

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Laplace transform (44A10)

Cites Work

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• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• Uncertainties in facies proportion estimation. I: Theoretical framework: The Dirichlet distribution
• Quadratic and inverse regressions for Wishart distributions.
• An exact decomposition theorem and a unified view of some related distributions for a class of exponential transformation models on symmetric cones
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• An expectation formula for the multivariate Dirichlet distribution
• Sampling from finite random partitions
• On a deposition process on the circle with disorder
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• Unordered and ordered sample from Dirichlet distribution

Cited In (5)

• Moment properties of the multivariate Dirichlet distributions
• On the Dirichlet distributions on symmetric matrices
• Properties of the Dirichlet type 3 distribution
• Partition analysis and symmetrizing operators
• Characterization of the Dirichlet distribution on symmetric matrices

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