Some properties of complex matrix-variate generalized Dirichlet integrals

DOI10.1007/BF02829655zbMath1079.33007arXivmath/0607625MaRDI QIDQ2572420

Sebastian George, Joy Jacob, Arak M. Mathai

Publication date: 8 November 2005

Published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0607625

zbMATH Keywords

Dirichlet integralhermitian positive definite matricesJacobians of matrix transformationsLiouville modelscomplex matrix-variate beta random variablestype-2 Dirichlet model

Mathematics Subject Classification ID

Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50)

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Cites Work

• Multivariate Liouville distributions
• On the distribution of the latent roots of a complex Wishart matrix (non- central case)
• Statistical distributions of Hermitian quadratic forms in complex Gaussian variables
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