A generalised Kotz type distribution and Riesz distribution
José Antonio Díaz-García · arXiv (Cornell University) · 2013
This article derives the distribution of random matrix $\mathbf{X}$ associated with the transformation $\mathbf{Y} = \mathbf{X}^{*}\mathbf{X}$, such that $\mathbf{Y}$ has a Riesz distribution for real normed division algebras. Two versions of this distributions are proposed and some of their properties are studied.