Characterization of the Riesz Exponential Family on homogeneous cones
arXiv:1605.03896 · doi:10.4064/cm7548-9-2018
Abstract
In the paper we present a characterization theorem of the Riesz measure and a Wishart exponential family on homogeneous cones through the invariance property of a natural exponential family under the action of the triangular group.
arXiv comment10 pages