Laplace approximation for Bessel functions of matrix argument

DOI10.1016/S0377-0427(02)00874-9zbMath1027.65033MaRDI QIDQ1811595

Andrew T. A. Wood, Ronald W. Butler

Publication date: 17 June 2003

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic approximationhypergeometric functionBessel functionLaplace approximationconfluence relations

Mathematics Subject Classification ID

Computation of special functions and constants, construction of tables (65D20) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15) Numerical approximation and evaluation of special functions (33F05)

Related Items (14)

Laplace approximation of Lauricella functions \(F_A\) and \(F_D\) ⋮ Computing matrix functions using mixed interpolation methods ⋮ On conjugate families and Jeffreys priors for von Mises-Fisher distributions ⋮ Matrix Whittaker processes ⋮ Unnamed Item ⋮ Appell's hypergeometric functions of matrix arguments ⋮ Conjugate priors and posterior inference for the matrix Langevin distribution on the Stiefel manifold ⋮ On the marginal distribution of the diagonal blocks in a blocked Wishart random matrix ⋮ Extended matrix variate hypergeometric functions and matrix variate distributions ⋮ Laplace approximations to hypergeometric functions of two matrix arguments ⋮ Interacting diffusions on positive definite matrices ⋮ On Bayesian principal component analysis ⋮ Laplace approximations for hypergeometric functions with Hermitian matrix argument ⋮ Wigner–Smith time-delay matrix in chaotic cavities with non-ideal contacts

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