Integrated Wishart bridge processes and generalised Hartman-Watson law


الملخص بالإنكليزية

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.

تحميل البحث