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1: 35.1 Special Notation
a , b complex variables.
The main functions treated in this chapter are the multivariate gamma and beta functions, respectively Γ m ( a ) and B m ( a , b ) , and the special functions of matrix argument: Bessel (of the first kind) A ν ( T ) and (of the second kind) B ν ( 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) Ψ ( 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 ) . … Related notations for the Bessel functions are 𝒥 ν + 1 2 ( m + 1 ) ( T ) = A ν ( T ) / A ν ( 0 ) (Faraut and Korányi (1994, pp. 320–329)), K m ( 0 , , 0 , ν | S , T ) = | T | ν B ν ( S T ) (Terras (1988, pp. 49–64)), and 𝒦 ν ( T ) = | T | ν B ν ( S T ) (Faraut and Korányi (1994, pp. 357–358)).
2: 35.7 Gaussian Hypergeometric Function of Matrix Argument
§35.7 Gaussian Hypergeometric Function of Matrix Argument
§35.7(i) Definition
Jacobi Form
35.7.2 P ν ( γ , δ ) ( T ) = Γ m ( γ + ν + 1 2 ( m + 1 ) ) Γ m ( γ + 1 2 ( m + 1 ) ) F 1 2 ( - ν , γ + δ + ν + 1 2 ( m + 1 ) γ + 1 2 ( m + 1 ) ; T ) , 0 < T < I ; γ , δ , ν ; ( γ ) > - 1 .
§35.7(iii) Partial Differential Equations
3: 35.5 Bessel Functions of Matrix Argument
§35.5 Bessel Functions of Matrix Argument
§35.5(i) Definitions
35.5.3 B ν ( T ) = Ω etr ( - ( T X + X - 1 ) ) | X | ν - 1 2 ( m + 1 ) d X , ν , T Ω .
§35.5(ii) Properties
§35.5(iii) Asymptotic Approximations
4: 35.6 Confluent Hypergeometric Functions of Matrix Argument
§35.6 Confluent Hypergeometric Functions of Matrix Argument
35.6.2 Ψ ( a ; b ; T ) = 1 Γ m ( a ) Ω etr ( - T X ) | X | a - 1 2 ( m + 1 ) | I + X | b - a - 1 2 ( m + 1 ) d X , ( a ) > 1 2 ( m - 1 ) , T Ω .
Laguerre Form
35.6.3 L ν ( γ ) ( T ) = Γ m ( γ + ν + 1 2 ( m + 1 ) ) Γ m ( γ + 1 2 ( m + 1 ) ) F 1 1 ( - ν γ + 1 2 ( m + 1 ) ; T ) , ( γ ) , ( γ + ν ) > - 1 .
§35.6(iii) Relations to Bessel Functions of Matrix Argument
5: 35.8 Generalized Hypergeometric Functions of Matrix Argument
§35.8 Generalized Hypergeometric Functions of Matrix Argument
§35.8(i) Definition
35.8.1 F q p ( a 1 , , a p b 1 , , b q ; T ) = k = 0 1 k ! | κ | = k [ a 1 ] κ [ a p ] κ [ b 1 ] κ [ b q ] κ Z κ ( T ) .
Convergence Properties
Confluence
6: 35.9 Applications
§35.9 Applications
See James (1964), Muirhead (1982), Takemura (1984), Farrell (1985), and Chikuse (2003) for extensive treatments. For other statistical applications of F q p functions of matrix argument see Perlman and Olkin (1980), Groeneboom and Truax (2000), Bhaumik and Sarkar (2002), Richards (2004) (monotonicity of power functions of multivariate statistical test criteria), Bingham et al. (1992) (Procrustes analysis), and Phillips (1986) (exact distributions of statistical test criteria). These references all use results related to the integral formulas (35.4.7) and (35.5.8). … In 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. …
7: 35.10 Methods of Computation
§35.10 Methods of Computation
See Yan (1992) for the F 1 1 and F 1 2 functions of matrix argument in the case m = 2 , and Bingham et al. (1992) for Monte Carlo simulation on O ( m ) applied to a generalization of the integral (35.5.8). …
8: 35 Functions of Matrix Argument
Chapter 35 Functions of Matrix Argument
9: 35.2 Laplace Transform
§35.2 Laplace Transform
Definition
where the integration variable X ranges over the space Ω . …
Inversion Formula
Convolution Theorem
10: Donald St. P. Richards
Richards has published numerous papers on special functions of matrix argument, harmonic analysis, multivariate statistical analysis, probability inequalities, and applied probability. …