Extension of the Olkin and Rubin Characterization to the Wishart distribution on homogeneous cones

Imen Boutouria (1) , Abdelhamid Hassairi (1) , Helene Massam (2)

1 Laboratory of Probability and Statistics
2 Departement of Statistics

The Wishart distribution on an homogeneous cone is a generalization of the Riesz distribution on a symmetric cone which corresponds to a given graph. The paper extends to this distribution, the famous Olkin and Rubin characterization of the ordinary Wishart distribution on symmetric matrices.

Mots clés: Vinberg algebra; homogeneous cone; Wishart distribution; orthogonal group

Domaines: Probabilités [math.PR]

Imen Boutouria, Abdelhamid Hassairi, Helene Massam. Extension of the Olkin and Rubin Characterization to the Wishart distribution on homogeneous cones. 2009. ⟨hal-00453954⟩