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arXiv · 1009.4653

Meixner matrix ensembles

Wlodek Bryc·Gerard Letac
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Abstract

We construct a family of matrix ensembles that fits Anshelevich's regression postulates for "Meixner laws on matrices". We show that the Laplace transform of a general n by n Meixner matrix ensemble satisfies a system of partial differential equations which is explicitly solvable for n=2. We rely on these solutions to identify the six types of 2 by 2 Meixner matrix ensembles.

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Wlodek Bryc, Gerard Letac. 2010-09-23. Meixner matrix ensembles. https://arxiv.org/abs/1009.4653

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