Moments of the Riesz distribution

Abstract

This article derives the first two moments of the two versions of the Riesz distribution in the terms of their characteristic functions.

P. 2-3, properties 1, 2, and 5 have been corrected. P. 5, Proposition 2.1 has been modified. P. 6, equation (18), $q_{\kappa }(\mathbf{\Sigma })$ has been replaced by $q_{\kappa }^{-1}({\mathbf{\Sigma }}^{-1})$; and ${\mathbf{\Sigma }}^{1/2}$ by ${\left({\mathbf{\Sigma }}^{1/2}\right)}^{\ast }$ in several places

References in corpus (2)

• The Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the "quotient"
• Distributions on symmetric cones I: Riesz distribution