Riesz measures and Wishart laws associated to quadratic maps

被引:13
作者
Graczyk, Piotr [1 ]
Ishi, Hideyuki [2 ]
机构
[1] Univ Angers, Lab Math LAREMA, F-49045 Angers 01, France
[2] Nagoya Univ, Grad Sch Math, Chikusa Ku, Nagoya, Aichi 4648602, Japan
关键词
convex cones; homogeneous cones; Riesz measures; Wishart laws; HOMOGENEOUS-CONES; EXPONENTIAL-FAMILIES; SYMMETRIC GROUP; DISTRIBUTIONS; REPRESENTATIONS;
D O I
10.2969/jmsj/06610317
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We introduce a natural definition of Riesz measures and Wishart laws associated to an ohm-positive (virtual) quadratic map, where ohm subset of 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.
引用
收藏
页码:317 / 348
页数:32
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