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Miscellanea

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Student’s t-Distribution and Related Stochastic Processes

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Abstract

Let \(M_d\) be the Euclidean space of symmetric \(d\times d\) matrices with the scalar product \(\langle A_1,A_2\rangle :=\mathrm tr (A_1 A_2)\), \(A_1, A_2\in M_d\), \(M_d^+\subset M_d\) be the cone of nonnegative definite matrices and \(\fancyscript{P}(M^+_d)\) be a class of probability measures on \(M^+_d\). Here \(\mathrm tr A\) denotes the trace of a matrix \(A\).

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  1. University of Vilnius, Akademijos 4, Vilnius, Lithuania

    Bronius Grigelionis

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  1. Bronius Grigelionis
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Grigelionis, B. (2013). Miscellanea. In: Student’s t-Distribution and Related Stochastic Processes. SpringerBriefs in Statistics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-31146-8_7

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