A Whittaker function of matrix argument

DOI10.1016/S0024-3795(97)00059-1MaRDI QIDQ1375519zbMATH OpenFDO

Authors Giorgio Pederzoli, Arakaparampil M. Mathai

Publication date 6 January 1998

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0024-3795(97)00059-1

zbMATH Keywords

positive definite symmetric matrix Whittaker function

Mathematics Subject Classification ID

Matrices over function rings in one or more variables (15A54) Other functions defined by series and integrals (33E20)

Review text

Für positiv definite symmetrische \(p\times p\)-Matrizen und für \(\text{Re} (\beta-\alpha)> (p-3)/4\) wird die Whittaker-Funktion \(W_{\alpha,\beta} (A)\) durch folgende Gleichung definiert: \[ \begin{multlined} |A|^{-\beta- (p+1)/4} \Gamma_p(\beta- \alpha+(p+1)/4) e^{\text{tr } A/2} W_{\alpha,\beta}(A)=\\ \int|Z|^{\beta- \alpha-(p+1)/4} |I+Z|^{\alpha+\beta- (p+1)/4} e^{- \text{tr}(AZ)} dZ, \end{multlined} \] wobei das Integral über die positiv definiten symmetrischen \(p\times p\)-Matrizen \(Z\) zu erstrecken ist. Es werden sechs Sätze über Integrale bewiesen, die \(W_{\alpha,\beta} (A)\) im Integranden enthalten, wobei für diese Integrale explizite Ausdrücke angegeben werden.

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