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1: 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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zero matrix. | |
identity matrix. | |
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2: 35.5 Bessel Functions of Matrix Argument
§35.5 Bessel Functions of Matrix Argument
►§35.5(i) Definitions
… ►§35.5(ii) Properties
… ►§35.5(iii) Asymptotic Approximations
►For asymptotic approximations for Bessel functions of matrix argument, see Herz (1955) and Butler and Wood (2003).3: 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
…4: 35.8 Generalized Hypergeometric Functions of Matrix Argument
§35.8 Generalized Hypergeometric Functions of Matrix Argument
►§35.8(i) Definition
… ►Convergence Properties
… ►Confluence
… ►Invariance
…5: 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
…6: 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 . See James (1964), Muirhead (1982), Takemura (1984), Farrell (1985), and Chikuse (2003) for extensive treatments. … ►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 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). …8: 35 Functions of Matrix Argument
Chapter 35 Functions of Matrix Argument
…9: 35.2 Laplace Transform
§35.2 Laplace Transform
►Definition
►For any complex symmetric matrix , … ►Inversion Formula
… ►Convolution Theorem
…10: 18.36 Miscellaneous Polynomials
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