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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....
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.