Dirichlet partition on symmetric matrices

M. Ghorbel () and M. Farah
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M. Ghorbel: Université de Sfax
M. Farah: Université de Sfax

Indian Journal of Pure and Applied Mathematics, 2015, vol. 46, issue 1, 73-83

Abstract: Abstract In this work, we study the Dirichlet partition on symmetric matrices. For this, we give some main properties of the Dirichlet distribution. Next, the result of Huillet and Martinez (2003) which gives a remarkable representation of the mean expected value of many functionals of Dirichlet distributions in terms of the mean of independent gamma random variables will be extended on positive definite symmetric matrices.

Keywords: Dirichlet distribution; Wishart distribution; gamma distribution (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s13226-015-0109-8

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