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1: 35.1 Special Notation
β–Ί β–Ίβ–Ίβ–Ί
a , b complex variables.
f ⁑ ( 𝐗 ) complex-valued function with 𝐗 𝛀 .
β–ΊThe main functions treated in this chapter are the multivariate gamma and beta functions, respectively Ξ“ m ⁑ ( a ) and B m ⁑ ( a , b ) , and the special functions of matrix argument: Bessel (of the first kind) A Ξ½ ⁑ ( 𝐓 ) and (of the second kind) B Ξ½ ⁑ ( 𝐓 ) ; confluent hypergeometric (of the first kind) F 1 1 ⁑ ( a ; b ; 𝐓 ) or F 1 1 ⁑ ( a b ; 𝐓 ) and (of the second kind) Ξ¨ ⁑ ( a ; b ; 𝐓 ) ; Gaussian hypergeometric F 1 2 ⁑ ( a 1 , a 2 ; b ; 𝐓 ) or F 1 2 ⁑ ( a 1 , a 2 b ; 𝐓 ) ; generalized hypergeometric F q p ⁑ ( a 1 , , a p ; b 1 , , b q ; 𝐓 ) or F q p ⁑ ( a 1 , , a p b 1 , , b q ; 𝐓 ) . … β–ΊRelated notations for the Bessel functions are π’₯ Ξ½ + 1 2 ⁒ ( m + 1 ) ⁑ ( 𝐓 ) = A Ξ½ ⁑ ( 𝐓 ) / A Ξ½ ⁑ ( 𝟎 ) (Faraut and Korányi (1994, pp. 320–329)), K m ⁑ ( 0 , , 0 , Ξ½ | 𝐒 , 𝐓 ) = | 𝐓 | Ξ½ ⁒ B Ξ½ ⁑ ( 𝐒 ⁒ 𝐓 ) (Terras (1988, pp. 49–64)), and 𝒦 Ξ½ ⁑ ( 𝐓 ) = | 𝐓 | Ξ½ ⁒ B Ξ½ ⁑ ( 𝐒 ⁒ 𝐓 ) (Faraut and Korányi (1994, pp. 357–358)).
2: 35.5 Bessel Functions of Matrix Argument
§35.5 Bessel Functions of Matrix Argument
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§35.5(i) Definitions
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§35.5(ii) Properties
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§35.5(iii) Asymptotic Approximations
β–ΊFor asymptotic approximations for Bessel functions of matrix argument, see Herz (1955) and Butler and Wood (2003).
3: 35.8 Generalized Hypergeometric Functions of Matrix Argument
§35.8 Generalized Hypergeometric Functions of Matrix Argument
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§35.8(i) Definition
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Convergence Properties
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Confluence
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Invariance
4: 35.6 Confluent Hypergeometric Functions of Matrix Argument
§35.6 Confluent Hypergeometric Functions of Matrix Argument
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§35.6(i) Definitions
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Laguerre Form
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§35.6(ii) Properties
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§35.6(iii) Relations to Bessel Functions of Matrix Argument
5: 35.7 Gaussian Hypergeometric Function of Matrix Argument
§35.7 Gaussian Hypergeometric Function of Matrix Argument
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§35.7(i) Definition
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Jacobi Form
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Confluent Form
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Integral Representation
6: Bibliography F
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  • P. Falloon (2001) Theory and Computation of Spheroidal Harmonics with General Arguments. Master’s Thesis, The University of Western Australia, Department of Physics.
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  • L. Fox (1960) Tables of Weber Parabolic Cylinder Functions and Other Functions for Large Arguments. National Physical Laboratory Mathematical Tables, Vol. 4. Department of Scientific and Industrial Research, Her Majesty’s Stationery Office, London.
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  • C. L. Frenzen (1992) Error bounds for the asymptotic expansion of the ratio of two gamma functions with complex argument. SIAM J. Math. Anal. 23 (2), pp. 505–511.
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  • B. Friedman (1990) Principles and Techniques of Applied Mathematics. Dover, New York.
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  • T. Fukushima (2010) Fast computation of incomplete elliptic integral of first kind by half argument transformation. Numer. Math. 116 (4), pp. 687–719.
  • 7: Bibliography R
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  • J. Raynal (1979) On the definition and properties of generalized 6 - j  symbols. J. Math. Phys. 20 (12), pp. 2398–2415.
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  • G. F. Remenets (1973) Computation of Hankel (Bessel) functions of complex index and argument by numerical integration of a Schläfli contour integral. Ε½. Vyčisl. Mat. i Mat. Fiz. 13, pp. 1415–1424, 1636.
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  • S. R. Rengarajan and J. E. Lewis (1980) Mathieu functions of integral orders and real arguments. IEEE Trans. Microwave Theory Tech. 28 (3), pp. 276–277.
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  • D. St. P. Richards (2004) Total positivity properties of generalized hypergeometric functions of matrix argument. J. Statist. Phys. 116 (1-4), pp. 907–922.
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  • W. Rudin (1976) Principles of Mathematical Analysis. 3rd edition, McGraw-Hill Book Co., New York.
  • 8: Bibliography B
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  • L. V. Babushkina, M. K. Kerimov, and A. I. Nikitin (1997) New tables of Bessel functions of complex argument. Comput. Math. Math. Phys. 37 (12), pp. 1480–1482.
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  • A. Bañuelos and R. A. Depine (1980) A program for computing the Riemann zeta function for complex argument. Comput. Phys. Comm. 20 (3), pp. 441–445.
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  • R. Barakat (1961) Evaluation of the incomplete gamma function of imaginary argument by Chebyshev polynomials. Math. Comp. 15 (73), pp. 7–11.
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  • M. Born and E. Wolf (1999) Principles of Optics: Electromagnetic Theory of Propagation, Interference and Diffraction of Light. 7th edition, Cambridge University Press, Cambridge.
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  • W. Bühring (1992) Generalized hypergeometric functions at unit argument. Proc. Amer. Math. Soc. 114 (1), pp. 145–153.
  • 9: Bibliography K
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  • N. S. Kapany and J. J. Burke (1972) Optical Waveguides. Quantum Electronics - Principles and Applications, Academic Press, New York.
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  • M. Kodama (2008) Algorithm 877: A subroutine package for cylindrical functions of complex order and nonnegative argument. ACM Trans. Math. Software 34 (4), pp. Art. 22, 21.
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  • M. Kodama (2011) Algorithm 912: a module for calculating cylindrical functions of complex order and complex argument. ACM Trans. Math. Software 37 (4), pp. Art. 47, 25.
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  • P. Koev and A. Edelman (2006) The efficient evaluation of the hypergeometric function of a matrix argument. Math. Comp. 75 (254), pp. 833–846.
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  • K. S. Kölbig (1972c) Programs for computing the logarithm of the gamma function, and the digamma function, for complex argument. Comput. Phys. Comm. 4, pp. 221–226.
  • 10: 35.9 Applications
    §35.9 Applications
    β–ΊIn multivariate statistical analysis based on the multivariate normal distribution, the probability density functions of many random matrices are expressible in terms of generalized hypergeometric functions of matrix argument F q p , with p 2 and q 1 . See James (1964), Muirhead (1982), Takemura (1984), Farrell (1985), and Chikuse (2003) for extensive treatments. … β–ΊThese references all use results related to the integral formulas (35.4.7) and (35.5.8). … β–ΊIn chemistry, Wei and Eichinger (1993) expresses the probability density functions of macromolecules in terms of generalized hypergeometric functions of matrix argument, and develop asymptotic approximations for these density functions. …