A characterization of Wishart processes and Wishart distributions
Piotr Graczyk, Jacek Małecki, Eberhard Mayerhofer
Abstract
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Piotr Graczyk, Jacek Małecki, Eberhard Mayerhofer
Abstract
Open-access reader
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Key concepts: Wishart distribution, Mathematics, Bessel function, Characterization (materials science), Applied mathematics, Stochastic differential equation, Mathematical analysis, Multivariate statistics