搜索结果: 1-8 共查到“数学 Wishart”相关记录8条 . 查询时间(0.062 秒)
The explicit Laplace transform for the Wishart process
Affine processes Wishart process ODE Laplace Transform
2011/10/8
Abstract: We derive the explicit formula for the joint Laplace transform of the Wishart process and its time integral which extends the original approach of Bru. We compare our methodology with the al...
Riesz measures and Wishart laws associated to quadratic maps
convex cones homogeneous cones Riesz measures Wishart laws
2011/8/22
Abstract: We introduce a natural definition of Riesz measures and Wishart laws associated to an $\Omega$-positive (virtual) quadratic map, where $\Omega \subset \real^n$ is a regular open convex cone....
Supersymmetry approach to Wishart correlation matrices: Exact results
Wishart correlation matrices
2011/1/18
We calculate the marginal probability density of real and complex Wishart correlation matrices. For deep mathematical reasons,no explicit expression could be obtained for the real case so far.
Measuring maximal eigenvalue distribution of Wishart random matrices with coupled lasers
maximal eigenvalue distribution Wishart matrices coupled lasers
2011/3/2
We determined the probability distribution of the combined output power from twenty ve cou-
pled ber lasers and show that it agrees well with the Tracy-Widom and Majumdar-Vergassola
distributions ...
On the parameter domain of Wishart distributions and their infinite divisibility
Wishart distribution Gindikin ensemble matrix variate distributions
2010/12/8
A complete characterization of Wishart distributions on the cones of positive semi-definite matrices is provided in terms of a description of their maximal parameter domain.
A characterization of non-central Wishart distributions
non-central Wishart distribution Gindikin ensemble Wishart processes
2010/11/29
This paper settles the existence issue of non-central Wishart distributions which is a research topic initiated byWishart (1928), and with important contributions by e.g., L´evy
(1937), Gindiki...
Generalised shape theory via pseudo-Wishart distribution
Shape theory maximum likelihood estimators zonal polynomials pseudo-Wishart distribution
2010/12/8
The non isotropic noncentral elliptical shape distributions via pseudo-Wishart dis-tribution are founded. This way, the classical shape theory is extended to non isotropic case and the normality assum...
Some new properties of Wishart distribution
Wishart distribution covariance matrix correlation matrix
2010/9/14
We obtain the exact distributions of determinants and quotient of determinants of some submatrices of a Wishart distributed random matrix. We show an application of the obtained representations in tes...