Hypergeometric Functions of Scalar Matrix Argument are Expressible in Terms of Classical Hypergeometric Functions

DOI10.1137/0516064zbMath0615.33002OpenAlexW2008462192MaRDI QIDQ4724063

Donald St. P. Richards, Rameshwar D. Gupta

Publication date: 1985

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0516064

zbMATH Keywords

Pfaffian random eigenvalues hypergeometric function of matrix argument

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Classical hypergeometric functions, ({}_2F_1) (33C05)

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Eigenvalue distributions for some correlated complex sample covariance matrices ⋮ The holonomic gradient method for the distribution function of the largest root of a Wishart matrix ⋮ Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance ⋮ Conjugate priors and posterior inference for the matrix Langevin distribution on the Stiefel manifold ⋮ Compact smallest eigenvalue expressions in Wishart–Laguerre ensembles with or without a fixed trace ⋮ How Many Eigenvalues of a Random Matrix are Real? ⋮ On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots ⋮ Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution ⋮ Laplace approximations for hypergeometric functions with matrix argument

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