hypergeometric functions of matrix argument
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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 and functions of matrix argument in the case , and Bingham et al. (1992) for Monte Carlo simulation on 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 , with and . … ►For other statistical applications of 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
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►The main functions treated in this chapter are the multivariate gamma and beta functions, respectively and , and the special functions of matrix argument: Bessel (of the first kind) and (of the second kind) ; confluent hypergeometric (of the first kind) or and (of the second kind) ; Gaussian hypergeometric
or ; generalized hypergeometric
or .
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►Related notations for the Bessel functions are (Faraut and Korányi (1994, pp. 320–329)), (Terras (1988, pp. 49–64)), and (Faraut and Korányi (1994, pp. 357–358)).
complex variables. | |
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7: 35.12 Software
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Koev and Edelman (2006). Computation of hypergeometric functions of matrix argument in MATLAB.
8: Bibliography W
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Asymptotic expansions of some matrix argument hypergeometric functions, with applications to macromolecules.
Ann. Inst. Statist. Math. 45 (3), pp. 467–475.
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9: Bibliography R
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Total positivity properties of generalized hypergeometric functions of matrix argument.
J. Statist. Phys. 116 (1-4), pp. 907–922.
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