A generalised Kotz type distribution and Riesz distribution

Abstract

This article derives the distribution of random matrix $\mathbf{X}$ associated with the transformation $\mathbf{Y}={\mathbf{X}}^{\ast }\mathbf{X}$, such that $\mathbf{Y}$ has a Riesz distribution for real normed division algebras. Two versions of this distributions are proposed and some of their properties are studied.

Several properties of q_κ have been modified. arXiv admin note: text overlap with arXiv:1211.1746, arXiv:1301.4525. substantial text overlap with arXiv:1301.4525

References in corpus (3)

• The Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the "quotient"
• Special Functions: Integral properties of Jack polynomials, hypergeometric functions and invariant polynomials
• Distributions on symmetric cones II: Beta-Riesz distribution

Cited by in corpus (4)

• Distributions on symmetric cones II: Beta-Riesz distribution
• Generalised matrix multivariate $T$-distribution
• Generalised matrix multivariate Pearson type II-distribution
• Generalised matricvariate $T$-distribution