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1: 35.1 Special Notation

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$a,b$	complex variables.
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$𝟎$	zero matrix.
$𝐈$	identity matrix.
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►The main functions treated in this chapter are the multivariate gamma and beta functions, respectively ${\mathrm{\Gamma }}_m\left(a\right)$ and ${\mathrm{B}}_m(a,b)$, and the special functions of matrix argument: Bessel (of the first kind) $A_{\nu }\left(𝐓\right)$ and (of the second kind) $B_{\nu }\left(𝐓\right)$; confluent hypergeometric (of the first kind) ${}_1{}^{}F_1^{}(a;b;𝐓)$ or ${}_1{}^{}F_1^{}({\displaystyle \genfrac{}{}{0pt}{}{a}{b}};𝐓)$ and (of the second kind) $\mathrm{\Psi }(a;b;𝐓)$; Gaussian hypergeometric ${}_2{}^{}F_1^{}(a_1,a_2;b;𝐓)$ or ${}_2{}^{}F_1^{}({\displaystyle \genfrac{}{}{0pt}{}{a_1,a_2}{b}};𝐓)$; generalized hypergeometric ${}_p{}^{}F_q^{}(a_1,\mathrm{\dots },a_p;b_1,\mathrm{\dots },b_q;𝐓)$ or ${}_p{}^{}F_q^{}({\displaystyle \genfrac{}{}{0pt}{}{a_1,\mathrm{\dots },a_p}{b_1,\mathrm{\dots },b_q}};𝐓)$. … ►Related notations for the Bessel functions are ${𝒥}_{\nu +\frac{1}{2}(m+1)}(𝐓)=A_{\nu }\left(𝐓\right)/A_{\nu }\left(𝟎\right)$ (Faraut and Korányi (1994, pp. 320–329)), $K_m(0,\mathrm{\dots },0,\nu |𝐒,𝐓)={\left|𝐓\right|}^{\nu }{B}_{\nu }\left(𝐒𝐓\right)$ (Terras (1988, pp. 49–64)), and ${𝒦}_{\nu }(𝐓)={\left|𝐓\right|}^{\nu }{B}_{\nu }\left(𝐒𝐓\right)$ (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

►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

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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

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4: 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

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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

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6: 35.10 Methods of Computation

§35.10 Methods of Computation

… ►See Yan (1992) for the ${}_1{}^{}F_1^{}$ and ${}_2{}^{}F_1^{}$ 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). …

7: 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 ${}_p{}^{}F_q^{}$, with $p\le 2$ and $q\le 1$. 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. …

8: 35 Functions of Matrix Argument

Chapter 35 Functions of Matrix Argument

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9: 35.2 Laplace Transform

§35.2 Laplace Transform

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Definition

►For any complex symmetric matrix $𝐙$, … ►

Inversion Formula

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Convolution Theorem

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10: 1.1 Special Notation

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$x,y$	real variables.
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${𝐀}^{-1}$	inverse of the square matrix $𝐀$
$𝐈$	identity matrix
$det(𝐀)$	determinant of the square matrix $𝐀$
$\mathrm{tr}(𝐀)$	trace of the square matrix $𝐀$
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►In the physics, applied maths, and engineering literature a common alternative to $\overline{a}$ is $a^{\ast }$, $a$ being a complex number or a matrix; the Hermitian conjugate of $𝐀$ is usually being denoted ${𝐀}^{†}$.