A class of random matrices with infinitely divisible determinants

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

zbMATH Keywords

subordinatorLévy processWishart distributionrandom determinantorthogonally invariant matrix distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random matrices (algebraic aspects) (15B52)

Cites Work

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• On certain self-decomposable self-similar processes with independent increments
• THE CLASS OF TYPE G DISTRIBUTIONS ON Rd AND RELATED SUBCLASSES OF INFINITELY DIVISIBLE DISTRIBUTIONS
• On certain self-decomposable distributions
• Infinite divisibility and the waiting-time paradox

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