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11: Ingram Olkin

… ►Olkin’s research covered a broad range of areas, including multivariate analysis, reliability theory, matrix theory, statistical models in the social and behavioral sciences, life distributions, and meta-analysis. …

12: 35.7 Gaussian Hypergeometric Function of Matrix Argument

… ►

35.7.2 $$P_{\nu }^{(\gamma ,\delta )}\left(𝐓\right)=\frac{{\mathrm{\Gamma }}_m\left(\gamma +\nu +\frac{1}{2}(m+1)\right)}{{\mathrm{\Gamma }}_m\left(\gamma +\frac{1}{2}(m+1)\right)}{}_2{}^{}F_1^{}(\genfrac{}{}{0pt}{}{-\nu ,\gamma +\delta +\nu +\frac{1}{2}(m+1)}{\gamma +\frac{1}{2}(m+1)};𝐓),$$ ; $\gamma ,\delta ,\nu \in ℂ$; $\mathrm{\Re }\left(\gamma \right)>-1$.

ⓘ

Defines:

$P_{\nu }^{(\gamma ,\delta )}\left(𝐓\right)$: Jacobi function of matrix argument

Symbols:

${}_p{}^{}F_q^{}(a_1,\mathrm{\dots },a_p;b_1,\mathrm{\dots },b_q;𝐓)$ or ${}_p{}^{}F_q^{}(\genfrac{}{}{0pt}{}{a_1,\mathrm{\dots },a_p}{b_1,\mathrm{\dots },b_q};𝐓)$: generalized hypergeometric function of matrix argument, $ℂ$: complex plane, $\in$: element of, ${\mathrm{\Gamma }}_m\left(a\right)$: multivariate gamma function, $\mathrm{\Re }$: real part, $𝐈$: $m\times m$ identity matrix, $𝐓$: real symmetric $m\times m$ matrix, : less-than for matrices, $m$: positive integer and $𝟎$: $m\times m$ matrix of zeros

Permalink:

http://dlmf.nist.gov/35.7.E2

Encodings:

pMML, png, TeX

See also:

Annotations for §35.7(i), §35.7(i), §35.7 and Ch.35

… ►

35.7.5 $\mathrm{\Re }\left(a\right),\mathrm{\Re }\left(c-a\right)>\frac{1}{2}(m-1)$, .

ⓘ

Symbols:

${}_p{}^{}F_q^{}(a_1,\mathrm{\dots },a_p;b_1,\mathrm{\dots },b_q;𝐓)$ or ${}_p{}^{}F_q^{}(\genfrac{}{}{0pt}{}{a_1,\mathrm{\dots },a_p}{b_1,\mathrm{\dots },b_q};𝐓)$: generalized hypergeometric function of matrix argument, $\int$: integral, ${\mathrm{B}}_m(a,b)$: multivariate beta function, $\mathrm{\Re }$: real part, $a$: complex variable, $𝐈$: $m\times m$ identity matrix, $𝐓$: real symmetric $m\times m$ matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $b$: complex variable, : less-than for matrices, $c$: complex variable, $m$: positive integer and $𝟎$: $m\times m$ matrix of zeros

Referenced by:

§35.7(iv)

Permalink:

http://dlmf.nist.gov/35.7.E5

Encodings:

pMML, png, TeX

See also:

Annotations for §35.7(ii), §35.7(ii), §35.7 and Ch.35

… ►

35.7.7 $${}_2{}^{}F_1^{}(\genfrac{}{}{0pt}{}{a,b}{c};𝐈)=\frac{{\mathrm{\Gamma }}_m\left(c\right){\mathrm{\Gamma }}_m\left(c-a-b\right)}{{\mathrm{\Gamma }}_m\left(c-a\right){\mathrm{\Gamma }}_m\left(c-b\right)},$$ $\mathrm{\Re }\left(c\right),\mathrm{\Re }\left(c-a-b\right)>\frac{1}{2}(m-1)$.

ⓘ

Symbols:

${}_p{}^{}F_q^{}(a_1,\mathrm{\dots },a_p;b_1,\mathrm{\dots },b_q;𝐓)$ or ${}_p{}^{}F_q^{}(\genfrac{}{}{0pt}{}{a_1,\mathrm{\dots },a_p}{b_1,\mathrm{\dots },b_q};𝐓)$: generalized hypergeometric function of matrix argument, ${\mathrm{\Gamma }}_m\left(a\right)$: multivariate gamma function, $\mathrm{\Re }$: real part, $a$: complex variable, $𝐈$: $m\times m$ identity matrix, $b$: complex variable, $c$: complex variable and $m$: positive integer

Permalink:

http://dlmf.nist.gov/35.7.E7

Encodings:

pMML, png, TeX

See also:

Annotations for §35.7(ii), §35.7(ii), §35.7 and Ch.35

… ►

35.7.8 $${}_2{}^{}F_1^{}(\genfrac{}{}{0pt}{}{a,b}{c};𝐓)=\frac{{\mathrm{\Gamma }}_m\left(c\right){\mathrm{\Gamma }}_m\left(c-a-b\right)}{{\mathrm{\Gamma }}_m\left(c-a\right){\mathrm{\Gamma }}_m\left(c-b\right)}{}_2{}^{}F_1^{}(\genfrac{}{}{0pt}{}{a,b}{a+b-c+\frac{1}{2}(m+1)};𝐈-𝐓),$$ ; $\frac{1}{2}(j+1)-a\in \mathbb{N}$ for some $j=1,\mathrm{\dots },m$; $\frac{1}{2}(j+1)-c\notin \mathbb{N}$ and $c-a-b-\frac{1}{2}(m-j)\notin \mathbb{N}$ for all $j=1,\mathrm{\dots },m$.

ⓘ

Symbols:

${}_p{}^{}F_q^{}(a_1,\mathrm{\dots },a_p;b_1,\mathrm{\dots },b_q;𝐓)$ or ${}_p{}^{}F_q^{}(\genfrac{}{}{0pt}{}{a_1,\mathrm{\dots },a_p}{b_1,\mathrm{\dots },b_q};𝐓)$: generalized hypergeometric function of matrix argument, $\in$: element of, ${\mathrm{\Gamma }}_m\left(a\right)$: multivariate gamma function, $\notin$: not an element of, $\mathbb{N}$: set of all positive integers, $\mathrm{\Re }$: real part, $a$: complex variable, $𝐈$: $m\times m$ identity matrix, $𝐓$: real symmetric $m\times m$ matrix, $b$: complex variable, $c$: complex variable, $j$: nonnegative integer, $m$: positive integer and $𝟎$: $m\times m$ matrix of zeros

Referenced by:

§35.7(ii), Erratum (V1.0.26) for Equation (35.7.8)

Permalink:

http://dlmf.nist.gov/35.7.E8

Encodings:

pMML, png, TeX

Clarification (effective with 1.0.26):

Originally the constraint was written as $\mathrm{\Re }\left(c\right),\mathrm{\Re }\left(c-a-b\right)>\frac{1}{2}(m-1)$. The constraint has been replaced with ; $\frac{1}{2}(j+1)-a\in \mathbb{N}$ for some $j=1,\mathrm{\dots },m$; $\frac{1}{2}(j+1)-c\notin \mathbb{N}$ and $c-a-b-\frac{1}{2}(m-j)\notin \mathbb{N}$ for all $j=1,\mathrm{\dots },m$; for details see https://arxiv.org/abs/2002.05248.

See also:

Annotations for §35.7(ii), §35.7(ii), §35.7 and Ch.35

…

13: 35.4 Partitions and Zonal Polynomials

… ►

35.4.1 $${\left[a\right]}_{\kappa }=\frac{{\mathrm{\Gamma }}_m\left(a+\kappa \right)}{{\mathrm{\Gamma }}_m\left(a\right)}=\prod _{j=1}^m{\left(a-\frac{1}{2}(j-1)\right)}_{k_j},$$

ⓘ

Defines:

${\left[a\right]}_{\kappa }$: partitional shifted factorial

Symbols:

${\left(a\right)}_n$: Pochhammer’s symbol (or shifted factorial), ${\mathrm{\Gamma }}_m\left(a\right)$: multivariate gamma function, $a$: complex variable, $j$: nonnegative integer, $k$: nonnegative integer, $m$: positive integer and $\kappa$: vector of nonnegative integers

Permalink:

http://dlmf.nist.gov/35.4.E1

Encodings:

pMML, png, TeX

See also:

Annotations for §35.4(i), §35.4 and Ch.35

… ►

35.4.8 $${\int }_{𝛀}\mathrm{etr}\left(-𝐓𝐗\right){\left|𝐗\right|}^{a-\frac{1}{2}(m+1)}{Z}_{\kappa }\left(𝐗\right)d𝐗={\mathrm{\Gamma }}_m\left(a+\kappa \right){\left|𝐓\right|}^{-a}{Z}_{\kappa }\left({𝐓}^{-1}\right),$$

ⓘ

Symbols:

$\mathrm{etr}\left(𝐀\right)$: exponential of trace, $\int$: integral, ${\mathrm{\Gamma }}_m\left(a\right)$: multivariate gamma function, $Z_{\kappa }\left(𝐓\right)$: zonal polynomial, $a$: complex variable, $𝐓$: real symmetric $m\times m$ matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $𝛀$: space of positive-definite real symmetric $m\times m$ matrices, $m$: positive integer and $\kappa$: vector of nonnegative integers

Permalink:

http://dlmf.nist.gov/35.4.E8

Encodings:

pMML, png, TeX

See also:

Annotations for §35.4(ii), §35.4(ii), §35.4 and Ch.35

►

35.4.9

ⓘ

Symbols:

$\int$: integral, ${\mathrm{B}}_m(a,b)$: multivariate beta function, ${\left[a\right]}_{\kappa }$: partitional shifted factorial, $Z_{\kappa }\left(𝐓\right)$: zonal polynomial, $a$: complex variable, $𝐈$: $m\times m$ identity matrix, $𝐓$: real symmetric $m\times m$ matrix, $𝐗$: real symmetric $m\times m$ matrix, $\left|𝐗\right|$: determinant of $𝐗$ , $d$: differential of matrix, $b$: complex variable, : less-than for matrices, $m$: positive integer, $𝟎$: $m\times m$ matrix of zeros and $\kappa$: vector of nonnegative integers

Permalink:

http://dlmf.nist.gov/35.4.E9

Encodings:

pMML, png, TeX

See also:

Annotations for §35.4(ii), §35.4(ii), §35.4 and Ch.35

14: 19.19 Taylor and Related Series

… ►The following two multivariate hypergeometric series apply to each of the integrals (19.16.14)–(19.16.18) and (19.16.20)–(19.16.23): ►

19.19.2 $$R_{-a}(𝐛;𝐳)=\sum _{N=0}^{\mathrm{\infty }}\frac{{\left(a\right)}_N}{{\left(c\right)}_N}{T}_N(𝐛,\mathrm{𝟏}-𝐳),$$ $c={\sum }_{j=1}^n{b}_j$, ,

ⓘ

Symbols:

$R_{-a}(b_1,\mathrm{\dots },b_n;z_1,\mathrm{\dots },z_n)$ or $R_{-a}(𝐛;𝐳)$: multivariate hypergeometric function, ${\left(a\right)}_n$: Pochhammer’s symbol (or shifted factorial), $n$: nonnegative integer, $N$: nonnegative integer and $T_N(𝐛,𝐳)$: polynomial

Referenced by:

§19.19

Permalink:

http://dlmf.nist.gov/19.19.E2

Encodings:

pMML, png, TeX

See also:

Annotations for §19.19 and Ch.19

►

19.19.3 $$R_{-a}(𝐛;𝐳)=z_n^{-a}\sum _{N=0}^{\mathrm{\infty }}\frac{{\left(a\right)}_N}{{\left(c\right)}_N}{T}_N(b_1,\mathrm{\dots },b_{n-1};1-(z_1/z_n),\mathrm{\dots },1-(z_{n-1}/z_n)),$$ $c={\sum }_{j=1}^n{b}_j$, .

ⓘ

Symbols:

$R_{-a}(b_1,\mathrm{\dots },b_n;z_1,\mathrm{\dots },z_n)$ or $R_{-a}(𝐛;𝐳)$: multivariate hypergeometric function, ${\left(a\right)}_n$: Pochhammer’s symbol (or shifted factorial), $n$: nonnegative integer, $N$: nonnegative integer and $T_N(𝐛,𝐳)$: polynomial

Referenced by:

§19.19, §19.19, §19.28

Permalink:

http://dlmf.nist.gov/19.19.E3

Encodings:

pMML, png, TeX

See also:

Annotations for §19.19 and Ch.19

… ►

19.19.6 $$R_J(x,y,z,p)=R_{-\frac{3}{2}}(\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2};x,y,z,p,p)$$

ⓘ

Symbols:

$R_{-a}(b_1,\mathrm{\dots },b_n;z_1,\mathrm{\dots },z_n)$ or $R_{-a}(𝐛;𝐳)$: multivariate hypergeometric function and $R_J(x,y,z,p)$: symmetric elliptic integral of third kind

Referenced by:

§19.19

Permalink:

http://dlmf.nist.gov/19.19.E6

Encodings:

pMML, png, TeX

See also:

Annotations for §19.19 and Ch.19

… ►

19.19.7 $$R_{-a}(\frac{\mathrm{𝟏}}{\mathrm{𝟐}};𝐳)=A^{-a}\sum _{N=0}^{\mathrm{\infty }}\frac{{\left(a\right)}_N}{{\left(\frac{1}{2}n\right)}_N}{T}_N(\frac{\mathrm{𝟏}}{\mathrm{𝟐}},𝐙),$$

ⓘ

Symbols:

$R_{-a}(b_1,\mathrm{\dots },b_n;z_1,\mathrm{\dots },z_n)$ or $R_{-a}(𝐛;𝐳)$: multivariate hypergeometric function, ${\left(a\right)}_n$: Pochhammer’s symbol (or shifted factorial), $n$: nonnegative integer, $N$: nonnegative integer, $T_N(𝐛,𝐳)$: polynomial, $𝐙$: variable and $A$

Referenced by:

§19.15, §19.36(i), §19.36(i), §19.36(i)

Permalink:

http://dlmf.nist.gov/19.19.E7

Encodings:

pMML, png, TeX

See also:

Annotations for §19.19 and Ch.19

…

15: Bille C. Carlson

… ►In his paper Lauricella’s hypergeometric function $F_D$ (1963), he defined the $R$-function, a multivariate hypergeometric function that is homogeneous in its variables, each variable being paired with a parameter. …

16: 19.31 Probability Distributions

… ►

19.31.2 $${\int }_{{ℝ}^n}{({𝐱}^{\mathrm{T}}𝐀𝐱)}^{\mu }\exp \left(-{𝐱}^{\mathrm{T}}𝐁𝐱\right)d{x}_1\mathrm{\cdots }d{x}_n=\frac{{\pi }^{n/2}\mathrm{\Gamma }\left(\mu +\frac{1}{2}n\right)}{\sqrt{det𝐁}\mathrm{\Gamma }\left(\frac{1}{2}n\right)}{R}_{\mu }(\frac{1}{2},\mathrm{\dots },\frac{1}{2};{\lambda }_1,\mathrm{\dots },{\lambda }_n),$$ $\mu >-\frac{1}{2}n$.

ⓘ

Symbols:

$R_{-a}(b_1,\mathrm{\dots },b_n;z_1,\mathrm{\dots },z_n)$ or $R_{-a}(𝐛;𝐳)$: multivariate hypergeometric function, $\mathrm{\Gamma }\left(z\right)$: gamma function, $\pi$: the ratio of the circumference of a circle to its diameter, $det$: determinant, $dx$: differential of $x$ , $\exp z$: exponential function, $\int$: integral, $ℝ$: real line, ${𝐀}^{\mathrm{T}}$: transpose of matrix, $n$: nonnegative integer and ${\lambda }_n$: eigenvalues

Referenced by:

§19.31

Permalink:

http://dlmf.nist.gov/19.31.E2

Encodings:

pMML, png, TeX

See also:

Annotations for §19.31 and Ch.19

…

17: 19.1 Special Notation

… ► $R_{-a}(b_1,b_2,\mathrm{\dots },b_n;z_1,z_2,\mathrm{\dots },z_n)$ is a multivariate hypergeometric function that includes all the functions in (19.1.3). …

18: 19.18 Derivatives and Differential Equations

… ►

19.18.4 $${\partial }_j{R}_{-a}(𝐛;𝐳)=-a{w}_j{R}_{-a-1}(𝐛+{𝐞}_j;𝐳),$$

ⓘ

Symbols:

$R_{-a}(b_1,\mathrm{\dots },b_n;z_1,\mathrm{\dots },z_n)$ or $R_{-a}(𝐛;𝐳)$: multivariate hypergeometric function, $\partial x$: partial differential of $x$ and $w_j$

Referenced by:

§19.18(i), §19.25(i)

Permalink:

http://dlmf.nist.gov/19.18.E4

Encodings:

pMML, png, TeX

See also:

Annotations for §19.18(i), §19.18 and Ch.19

►

19.18.5 $$(z_j{\partial }_j+b_j)R_{-a}(𝐛;𝐳)=w_j{a}^{\prime }{R}_{-a}(𝐛+{𝐞}_j;𝐳).$$

ⓘ

Symbols:

$R_{-a}(b_1,\mathrm{\dots },b_n;z_1,\mathrm{\dots },z_n)$ or $R_{-a}(𝐛;𝐳)$: multivariate hypergeometric function, $\partial x$: partial differential of $x$ and $w_j$

Referenced by:

§19.18(i)

Permalink:

http://dlmf.nist.gov/19.18.E5

Encodings:

pMML, png, TeX

See also:

Annotations for §19.18(i), §19.18 and Ch.19

… ►

19.18.8 $$\sum _{j=1}^n{\partial }_j{R}_{-a}(𝐛;𝐳)=-a{R}_{-a-1}(𝐛;𝐳).$$

ⓘ

Symbols:

$R_{-a}(b_1,\mathrm{\dots },b_n;z_1,\mathrm{\dots },z_n)$ or $R_{-a}(𝐛;𝐳)$: multivariate hypergeometric function, $\partial x$: partial differential of $x$ and $n$: nonnegative integer

Referenced by:

§19.18(i), §19.18(ii)

Permalink:

http://dlmf.nist.gov/19.18.E8

Encodings:

pMML, png, TeX

See also:

Annotations for §19.18(ii), §19.18 and Ch.19

…

19: 19.23 Integral Representations

… ►

19.23.8 $$R_{-a}(𝐛;𝐳)=\frac{2}{\mathrm{B}(b_1,b_2)}{\int }_0^{\pi /2}{(z_1{\cos }^2\theta +z_2{\sin }^2\theta )}^{-a}{(\cos \theta )}^{2b_1-1}{(\sin \theta )}^{2b_2-1}d\theta ,$$ $b_1,b_2>0$; $\mathrm{\Re }{z}_1,\mathrm{\Re }{z}_2>0$.

ⓘ

Symbols:

$R_{-a}(b_1,\mathrm{\dots },b_n;z_1,\mathrm{\dots },z_n)$ or $R_{-a}(𝐛;𝐳)$: multivariate hypergeometric function, $\mathrm{B}(a,b)$: beta function, $\pi$: the ratio of the circumference of a circle to its diameter, $\cos z$: cosine function, $dx$: differential of $x$ , $\int$: integral, $\mathrm{\Re }$: real part and $\sin z$: sine function

Referenced by:

§19.2(iv), §19.23, §19.23, §19.23

Permalink:

http://dlmf.nist.gov/19.23.E8

Encodings:

pMML, png, TeX

See also:

Annotations for §19.23 and Ch.19

… ►

19.23.9 $$R_{-a}(𝐛;𝐳)=\frac{4\mathrm{\Gamma }\left(b_1+b_2+b_3\right)}{\mathrm{\Gamma }\left(b_1\right)\mathrm{\Gamma }\left(b_2\right)\mathrm{\Gamma }\left(b_3\right)}{\int }_0^{\pi /2}{\int }_0^{\pi /2}{\left(\sum _{j=1}^3{z}_j{l}_j^2\right)}^{-a}\prod _{j=1}^3{l}_j^{2b_j-1}\sin \theta d\theta d\varphi ,$$ $b_j>0$, $\mathrm{\Re }{z}_j>0$.

ⓘ

Symbols:

$R_{-a}(b_1,\mathrm{\dots },b_n;z_1,\mathrm{\dots },z_n)$ or $R_{-a}(𝐛;𝐳)$: multivariate hypergeometric function, $\mathrm{\Gamma }\left(z\right)$: gamma function, $\pi$: the ratio of the circumference of a circle to its diameter, $dx$: differential of $x$ , $\int$: integral, $\mathrm{\Re }$: real part, $\sin z$: sine function, $l$: nonnegative integer and $\varphi$: real or complex argument

Referenced by:

§19.23, §19.23

Permalink:

http://dlmf.nist.gov/19.23.E9

Encodings:

pMML, png, TeX

See also:

Annotations for §19.23 and Ch.19

►

19.23.10 $$R_{-a}(𝐛;𝐳)=\frac{1}{\mathrm{B}(a,a^{\prime })}{\int }_0^1{u}^{a-1}{(1-u)}^{a^{\prime }-1}\prod _{j=1}^n{(1-u+u{z}_j)}^{-b_j}du,$$ $a,a^{\prime }>0$; $a+a^{\prime }={\sum }_{j=1}^n{b}_j$; $z_j\in ℂ\setminus (-\mathrm{\infty },0]$.

ⓘ

Symbols:

$R_{-a}(b_1,\mathrm{\dots },b_n;z_1,\mathrm{\dots },z_n)$ or $R_{-a}(𝐛;𝐳)$: multivariate hypergeometric function, $\mathrm{B}(a,b)$: beta function, $ℂ$: complex plane, $dx$: differential of $x$ , $\in$: element of, $\int$: integral, $(a,b]$: half-closed interval, $\setminus$: set subtraction and $n$: nonnegative integer

Referenced by:

§19.19, §19.23, §19.23

Permalink:

http://dlmf.nist.gov/19.23.E10

Encodings:

pMML, png, TeX

See also:

Annotations for §19.23 and Ch.19

…

20: 35.5 Bessel Functions of Matrix Argument

… ►

35.5.1 $$A_{\nu }\left(𝟎\right)=\frac{1}{{\mathrm{\Gamma }}_m\left(\nu +\frac{1}{2}(m+1)\right)},$$ $\nu \in ℂ$.

ⓘ

Symbols:

$A_{\nu }\left(𝐓\right)$: Bessel function of matrix argument (first kind), $ℂ$: complex plane, $\in$: element of, ${\mathrm{\Gamma }}_m\left(a\right)$: multivariate gamma function, $m$: positive integer and $𝟎$: $m\times m$ matrix of zeros

Permalink:

http://dlmf.nist.gov/35.5.E1

Encodings:

pMML, png, TeX

See also:

Annotations for §35.5(i), §35.5 and Ch.35

…