The probability content of cones in isotropic random fields

DOI10.1006/JMVA.1998.1750MaRDI QIDQ1268019zbMATH OpenOpenAlexFDO

Authors Serge B. Provost, Young-Ho Cheong

Publication date 9 November 1999

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1998.1750

zbMATH Keywords

momentsrandom fieldsconesquadratic formselliptically contoured distributionsserial covariancespherically symmetric distributions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Stationary stochastic processes (60G10)

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Cited in

(5)

• Another Look at Threshold Phenomena for Random Cones
• The distribution of Hermitian quadratic forms in elliptically contoured random vectors
• Corank-1 projections and the randomised Horn problem
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• Tropical probability theory and an application to the entropic cone

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