Generalized noncentral Hermite and Laguerre polynomials in multiple matrices

DOI10.1016/0024-3795(94)90472-3zbMath0805.62054OpenAlexW2009576531MaRDI QIDQ1338491

Yasuko Chikuse

Publication date: 6 February 1995

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(94)90472-3

zbMATH Keywords

noncentral Wishart distributionsgeneralized multivariate Rodrigues formulaegeneralized noncentral Hermite polynomialsgeneralized noncentral Laguerre polynomialsnoncentral polynomials in multiple matricesnoncentrality matricesrectangular matrix-variate standard normal distributionssymmetric matrix-variate normal distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Applications of hypergeometric functions (33C90) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50)

Related Items (4)

Hermite and Laguerre polynomials with complex matrix arguments ⋮ Density estimation on the spaces of symmetric and rectangular matrices ⋮ Edgeworth and saddle-point approximations for random rectangular matrices ⋮ Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices

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