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| Main Author: | |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2601.21304 |
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| _version_ | 1866908988708225024 |
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| author | Wang, Haoming |
| author_facet | Wang, Haoming |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2601_21304 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Real gamma distribution on analytic bundles of flag varieties Wang, Haoming Algebraic Geometry Combinatorics Probability Primary 62H10, Secondary 14M15, 57R22 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. |
| title | Real gamma distribution on analytic bundles of flag varieties |
| topic | Algebraic Geometry Combinatorics Probability Primary 62H10, Secondary 14M15, 57R22 |
| url | https://arxiv.org/abs/2601.21304 |