Riesz Probability distributions -- Abdelhamid Hassairi

Unique in the literature, this book provides an introductory, comprehensive and essentially self-contained exposition of the Riesz probability distribution on a symmetric cone and of its derivatives, with an emphasis on the case of the cone of positive defi nite symmetric matrices. This distribution is an important generalization of the Wishart whose defi nition relies on the notion of generalized power. Researchers in probability theory and harmonic analysis will fi nd this book to be an important resource. Given the connection between the Riesz probability distribution and the multivariate Gaussian samples with missing data, the book is also accessible and useful for statisticians.

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