Some properties of matrix-variate Laplace transforms and matrix-variate Whittaker functions (Q677136)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of matrix-variate Laplace transforms and matrix-variate Whittaker functions |
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Some properties of matrix-variate Laplace transforms and matrix-variate Whittaker functions (English)
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31 March 1997
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After deriving several results on matrix-variate Laplace transform a Whittaker function of matrix argument is defined. Several properties of this Whittaker function are established. An application of this function in statistical distribution theory of residual variables, when the input and output variables are independently distributed matrix-variate real gamma variables, is also considered.
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matrix-variate Whittaker function
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integrals involving Whittaker functions of matrix argument
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matrix-variate Laplace transform
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statistical distribution theory
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