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- W2951312178 abstract "A characterization of the existence of non-central Wishart distributions (with shape and non-centrality parameter) as well as the existence of solutions to Wishart stochastic differential equations (with initial data and drift parameter) in terms of their exact parameter domains is given. These two families are the natural extensions of the non-central chi-square distributions and the squared Bessel processes to the positive semidefinite matrices." @default.
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- W2951312178 date "2016-07-01" @default.
- W2951312178 modified "2023-09-26" @default.
- W2951312178 title "A Characterization of Wishart Processes and Wishart Distributions" @default.
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