About the Project

hypergeometric functions of matrix argument

AdvancedHelp

(0.005 seconds)

1—10 of 25 matching pages

1: 35.8 Generalized Hypergeometric Functions of Matrix Argument
§35.8 Generalized Hypergeometric Functions of Matrix Argument
§35.8(i) Definition
Convergence Properties
Confluence
Invariance
2: 35.6 Confluent Hypergeometric Functions of Matrix Argument
§35.6 Confluent Hypergeometric Functions of Matrix Argument
§35.6(i) Definitions
Laguerre Form
§35.6(ii) Properties
§35.6(iii) Relations to Bessel Functions of Matrix Argument
3: 35.7 Gaussian Hypergeometric Function of Matrix Argument
§35.7 Gaussian Hypergeometric Function of Matrix Argument
§35.7(i) Definition
Jacobi Form
Confluent Form
Integral Representation
4: 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). …
5: 35.9 Applications
§35.9 Applications
In 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 . … 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). … 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. …
6: 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)).
7: 35.12 Software
  • Koev and Edelman (2006). Computation of hypergeometric functions of matrix argument in MATLAB.

  • 8: Bibliography W
  • G. Wei and B. E. Eichinger (1993) Asymptotic expansions of some matrix argument hypergeometric functions, with applications to macromolecules. Ann. Inst. Statist. Math. 45 (3), pp. 467–475.
  • 9: Bibliography R
  • D. St. P. Richards (2004) Total positivity properties of generalized hypergeometric functions of matrix argument. J. Statist. Phys. 116 (1-4), pp. 907–922.
  • 10: Bibliography K
  • P. Koev and A. Edelman (2006) The efficient evaluation of the hypergeometric function of a matrix argument. Math. Comp. 75 (254), pp. 833–846.
  • T. H. Koornwinder and I. Sprinkhuizen-Kuyper (1978) Hypergeometric functions of 2 × 2 matrix argument are expressible in terms of Appel’s functions F 4 . Proc. Amer. Math. Soc. 70 (1), pp. 39–42.