Open Access. Powered by Scholars. Published by Universities.®
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Physical Sciences and Mathematics
Characterization Of Matrix Variate Normal Distributions, A.K. Gupta, T. Varga
Characterization Of Matrix Variate Normal Distributions, A.K. Gupta, T. Varga
Mathematical Sciences Technical Reports (MSTR)
In this paper, it is shown that two random matrices have a joint matrix variate distribution if conditioning each one on the other the resulting distributions satisfy certain conditions. A general result involving more than two matrices is also proved.