Moments of the Riesz distribution

Abstract

This article derives the first two moments of the two versions of the Riesz distribution in the terms of their characteristic functions.Comment: P. 2-3, properties 1, 2, and 5 have been corrected. P. 5, Proposition 2.1 has been modified. P. 6, equation (18), $q_{\kappa}(\mathbf{\Sigma})$ has been replaced by $q_{\kappa}^{-1}(\mathbf{\Sigma}^{-1})$; and $\mathbf{\Sigma}^{1/2}$ by $\left(\mathbf{\Sigma}^{1/2}\right)^{*}$ in several place