Hypergeometric Functions of Many Matrix Variables and Distributions of Generalized Quadratic Forms

DOI10.1080/01966324.1995.10737404zbMath0855.62037OpenAlexW2017862360WikidataQ58295964 ScholiaQ58295964MaRDI QIDQ4715614

Arak M. Mathai, Giorgio Pederzoli

Publication date: 9 February 1997

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1995.10737404

zbMATH Keywords

determinantsgeneralized quadratic formsmoment generating functions\(G\)-functions of scalar variablesLauricella functions of matrix argumentslinear functions of matrix-variate gamma random variablesspecial functions of several matrix arguments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Other hypergeometric functions and integrals in several variables (33C70) Quadratic and bilinear forms, inner products (15A63) Appell, Horn and Lauricella functions (33C65)

Cites Work

• On linear functions of certain noncentral versions of independent gamma variables
• On the distribution of the multivariate quadratic form in multivariate normal samples
• An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample
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