A class of random matrices with infinitely divisible determinants

DOI10.1016/J.SPL.2006.06.006zbMATH Open1160.15311OpenAlexW2059698913MaRDI QIDQ871034FDOQ871034

M. Maejima, Víctor Pérez-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

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+process&go=Go L��vy process]Wishart distributionsubordinatorrandom determinantorthogonally invariant matrix distribution

Mathematics Subject Classification ID

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

Cites Work

• On certain self-decomposable distributions
• Infinite divisibility and the waiting-time paradox
• The class of type G distributions on \(\mathbb{R}^d\) and related subclasses of infinitely divisible distributions
• On certain self-decomposable self-similar processes with independent increments
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (1)

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