The stable processes on symmetric matrices

Arab Journal of Mathematical Sciences

关键词: Cumulant function;    Stable process;    Wishart distribution;   

DOI  :  10.1016/j.ajmsc.2017.09.002

来源: DOAJ

【 摘 要 】

This paper deals with a characterization of the stable processes on the space of symmetric matrices by means of its Laplace transform. This characterization is done using a mixture with the Wishart distribution and under some independence properties. This extends the results of reference Louati et al. (2015).

【 授权许可】

Unknown