Differential relations for the largest root distribution of complex non-central Wishart matrices

zbMath1411.60025arXiv1609.01799MaRDI QIDQ4627693

Akimichi Takemura, Raimundas Vidunas

Publication date: 11 March 2019

Full work available at URL: https://arxiv.org/abs/1609.01799

zbMATH Keywords

holonomic systemscomplex Wishart distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05) Commutative rings of differential operators and their modules (13N10)

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