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Riesz measures and Wishart laws associated to quadratic maps

机译:与二次图有关的Riesz测度和Wishart定律

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摘要

We introduce a natural definition of Riesz measures and Wishart laws associated to an Ω-positive (virtual) quadratic map, where Ω (∪) R~n is a regular open convex cone. In this context we prove new general formulas for moments of the Wishart laws on non-symmetric cones. For homogeneous cases, all the quadratic maps are characterized and the associated Riesz measure and Wishart law with its moments are described explicitly. We apply the theory of relatively invariant distributions and a matrix realization of homogeneous cones obtained recently by the second author.
机译:我们引入自然的Riesz测度定义和与Ω阳性(虚拟)二次映射相关的Wishart定律,其中Ω(∪)R〜n是规则的开放凸锥。在这种情况下,我们证明了非对称锥上Wishart定律矩的新通用公式。对于齐次的情况,对所有二次映射进行特征化,并明确描述相关的Riesz测度和Wishart定律及其矩。我们应用第二作者最近获得的相对不变分布的理论和齐次圆锥的矩阵实现。

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