On photon statistics parametrized by a non-central Wishart random matrix

DOI10.1016/j.jspi.2015.07.002zbMath1333.62144arXiv1508.04557OpenAlexW1148922647MaRDI QIDQ900761

Elvira di Nardo

Publication date: 22 December 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.04557

zbMATH Keywords

Bell polynomialscumulantmixed Poisson distributionnon-central Wishart random matrixphotocounterpolykaysymbolic method of moments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (probabilistic aspects) (60B20) Combinatorial probability (60C05)

Uses Software

• Maple

Cites Work

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• Random matrix theory in statistics: a review
• Expectation of elementary symmetric functions of a Wishart matrix
• On a symbolic representation of non-central Wishart random matrices with applications
• Lectures on the Combinatorics of Free Probability
• On the Expected Values of the Elementary Symmetric Functions of a Noncentral Wishart Matrix

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