Gaussian representation of a class of Riesz probabilitydistributions (1712.06301v1)

Abstract: The Wishart probability distribution on symmetricmatrices has been initially defined by mean of the multivariateGaussian distribution as an of the chi-square distribution. A moregeneral definition is given using results for harmonic analysis.Recently a probability distribution on symmetric matrices called theRiesz distribution has been defined by its Laplace transform as ageneralization of the Wishart distribution. The aim of the presentpaper is to show that some Riesz probability distributions which arenot necessarily Wishart may also be presented by mean of theGaussian distribution using Gaussian samples with missing data.