A class of integral identities with Hermitian matrix argument

DOI10.1090/S0002-9939-06-08602-3zbMath1125.33018OpenAlexW1894888577MaRDI QIDQ3419912

Luz Estela Sánchez, Arjun K. Gupta, Daya K. Nagar

Publication date: 1 February 2007

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-06-08602-3

zbMATH Keywords

multivariate functionsEuler's gamma functions

Mathematics Subject Classification ID

Multivariate analysis (62H99) Other special functions (33E99) Special functions in characteristic (p) (gamma functions, etc.) (33E50)

Related Items

Extended matrix variate gamma and beta functions ⋮ Evaluation of matrix Liouville–Dirichlet integrals using Laplace transform

Cites Work

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• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• The Generalized Dirichlet’s Multiple Integral
• Extensions of Dirichlet’s Multiple Integral
• A Class of Multiple Integrals
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix
• On the Complex Wishart Distribution

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