A generalised Kotz type distribution and Riesz distribution

preprint2015arXivOpen access

Abstract

This article derives the distribution of random matrix X\mathbf{X} associated with the transformation Y=X∗X\mathbf{Y} = \mathbf{X}^{*}\mathbf{X}, such that Y\mathbf{Y} has a Riesz distribution for real normed division algebras. Two versions of this distributions are proposed and some of their properties are studied.

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