A class of random matrices with infinitely divisible determinants
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Publication:871034
DOI10.1016/j.spl.2006.06.006zbMath1160.15311OpenAlexW2059698913MaRDI QIDQ871034
Makoto Maejima, Victor Perez-Abreu
Publication date: 15 March 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.06.006
subordinatorLévy processWishart distributionrandom determinantorthogonally invariant matrix distribution
Infinitely divisible distributions; stable distributions (60E07) Random matrices (algebraic aspects) (15B52)
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