, Volume 8, Issue 2, pp 221-259

Random continued fractions and inverse Gaussian distribution on a symmetric cone

Rent the article at a discount

Rent now

* Final gross prices may vary according to local VAT.

Get Access


In this paper we introduce the inverse Gaussian and Wishart distributions on the cone of real (n, n) symmetric positive definite matricesH n + (ℝ) and more generally on an irreducible symmetric coneC. Then we study the convergence of random continued fractions onH n + (ℝ) andC by means of real Lagrangians forH n + (ℝ) and by new algebraic identities on symmetric cones forC. Finally we get a characterization of the inverse Gaussian distribution onH n + (ℝ) andC.