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arXiv · 2601.21304

Real gamma distribution on analytic bundles of flag varieties

Haoming Wang
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Abstract

This paper introduces four matrix normal distributions on analytic bundles of flag varieties, extending the separable covariance $\varPhi \otimes \varPsi$ with potentially variable-level ($\varPsi$) and/or sample-level ($\varPhi$) correlations. The joint distribution of sample variances and covariances, leading to the product moment distribution, is considered when precision matrices admit a specific form. Several well-known consequences, including the non-central Wishart distribution and normal quadratic forms, now appear as corollaries.

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Haoming Wang. 2026-01-29. Real gamma distribution on analytic bundles of flag varieties. https://arxiv.org/abs/2601.21304

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