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math.PR2016
A Characterization of Wishart Processes and Wishart Distributions
Piotr Graczyk, Jacek Malecki, Eberhard Mayerhofer
A characterization of the existence of non-central Wishart distributions (with shape and non-centrality parameter) as well as the existence of solutions to Wishart stochastic diffe…
math.PR2016
Wallach sets and squared Bessel particle systems
Piotr Graczyk, Jacek Malecki
We determine the classical and the non-central Wallach sets and by classical probabilistic methods. We prove the Mayerhofer conjecture on . We exploit the fact that $(…