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The Wishart Distrib...
The Wishart Distribution on Symmetric Cones
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- Muhumuza, Asaph Keikara (author)
- Department of Mathematics, Busitema University, Box 236, Tororo, Uganda
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- Lundengård, Karl, 1987- (author)
- Mälardalens universitet,Utbildningsvetenskap och Matematik,MAM
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- Malyarenko, Anatoliy, 1957- (author)
- Mälardalens universitet,Utbildningsvetenskap och Matematik,MAM
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- Silvestrov, Sergei, Professor, 1970- (author)
- Mälardalens universitet,Utbildningsvetenskap och Matematik,MAM
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- Mango, John Magero (author)
- Department of Mathematics, Makerere University, Box 7062, Kampala, Uganda,MAM
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- Kakuba, Godwin (author)
- Department of Mathematics, Makerere University, Box 7062, Kampala, Uganda
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(creator_code:org_t)
- Springer, 2023
- 2023
- English.
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In: Non-commutative and Non-associative Algebra and Analysis Structures. - : Springer. - 9783031320088 ; , s. 661-684
- Related links:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Subject headings
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- In this paper we discuss the extension of the Wishart probability distributions in higher dimension based on the boundary points of the symmetric cones in Jordan algebras. The symmetric cones form a basis for the construction of the degenerate and non-degenerate Wishart distributions in the field of Herm(m,C), Herm(m,H), Herm(3,O) that denotes respectively the Jordan algebra of all Hermitian matrices of size m× m with complex entries, the skew field H of quaternions, and the algebra O of octonions. This density is characterised by the Vandermonde determinant structure and the exponential weight that is dependent on the trace of the given matrix.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
- NATURVETENSKAP -- Matematik -- Algebra och logik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Algebra and Logic (hsv//eng)
- NATURVETENSKAP -- Matematik -- Matematisk analys (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Mathematical Analysis (hsv//eng)
Keyword
- Vandermonde determinant
- Jordan algebra
- Symmetric cone
- Wishart distribution
- Mathematics/Applied Mathematics
- matematik/tillämpad matematik
Publication and Content Type
- ref (subject category)
- kon (subject category)
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