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Integrated Wishart bridge processes and generalised Hartman-Watson law

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 نشر من قبل Jason Leung
 تاريخ النشر 2020
  مجال البحث
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 تأليف Jason Leung




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This article is concerned with the joint law of an integrated Wishart bridge process and the trace of an integrated inverse Wishart bridge process over the interval $ left[0,tright] $. Its Laplace transform is obtained by studying the Wishart bridge processes and the absolute continuity property of Wishart laws.



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