A scalarization technique for computing the power and exponential moments of Gaussian random matrices

DOI10.1155/JAMSA/2006/42542zbMATH Open1110.60011MaRDI QIDQ871347FDOQ871347

Igor G. Vladimirov, Bevan Thompson

Publication date: 19 March 2007

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/53093

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Random matrices (algebraic aspects) (15B52) Distribution theory (60E99)

Cites Work

• Title not available (Why is that?)
• Computing integrals involving the matrix exponential
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Fully Bayesian analysis of ARMA time series models
• Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (1)

• Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models

   Recommendations

• Moments of Special Normally Distributed Matrices 👍 👎
• Explicit formulae for product moments of multivariate Gaussian random variables 👍 👎
• On the moments of ratios of quadratic forms in normal random variables 👍 👎
• Estimates for moments of random matrices with Gaussian elements 👍 👎
• An Introduction to Wishart Matrix Moments 👍 👎

This page was built for publication: A scalarization technique for computing the power and exponential moments of Gaussian random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q871347)