20 citations
3 papers
math.ST2009
Noncentral bimatrix variate generalised beta distributions
Jose A. Diaz-Garcia, Ramon Gutierrez-Jaimez
In this paper, we determine the density functions of nonsymmetrised doubly noncentral matrix variate beta type I and II distributions. The nonsymetrised density functions of doubly…
math.ST2009★ 2 cited
Doubly singular matrix variate beta type I and II and singular inverted matricvariate distributions
J. A. Diaz-Garcia, R. Gutierrez-Jaimez
In this paper, the densities of the doubly singular beta type I and II distributions are found, and the joint densities of their corresponding nonzero eigenvalues are provided. As…
math.PR2005★ 20 cited
A Characterization of the optimal risk-Sensitive average cost in finite controlled Markov chains
Rolando Cavazos-Cadena, Daniel Hernandez-Hernandez
This work concerns controlled Markov chains with finite state and action spaces. The transition law satisfies the simultaneous Doeblin condition, and the performance of a control p…