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When is a Riesz distribution a complex measure?

Alan D. Sokal (2011)

Bulletin de la Société Mathématique de France

Let α be the Riesz distribution on a simple Euclidean Jordan algebra, parametrized by α . I give an elementary proof of the necessary and sufficient condition for α to be a locally finite complex measure (= complex Radon measure).

Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions

G. Letac, J. Wesołowski (2011)

Bulletin de la Société Mathématique de France

If the space 𝒬 of quadratic forms in n is splitted in a direct sum 𝒬 1 ... 𝒬 k and if X and Y are independent random variables of n , assume that there exist a real number a such that E ( X | X + Y ) = a ( X + Y ) and real distinct numbers b 1 , . . . , b k such that E ( q ( X ) | X + Y ) = b i q ( X + Y ) for any q in 𝒬 i . We prove that this happens only when k = 2 , when n can be structured in a Euclidean Jordan algebra and when X and Y have Wishart distributions corresponding to this structure.

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