An overview of recent developments in functions of matrix argument
communication theorydistribution of productsfractional integralsfunctions of a matrix argumentlogistic modelmatrix-variate densityMellin convolutionreal and complex domainsscale mixturessymmetric product and symmetric ratio of matricestexture models
Determinants, permanents, traces, other special matrix functions (15A15) Positive matrices and their generalizations; cones of matrices (15B48) Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) Fractional derivatives and integrals (26A33) Gamma, beta and polygamma functions (33B15) Convolution as an integral transform (44A35) Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15) Bayesian inference (62F15)
The main purpose of this paper is to give an overview of current research in some topics concerning the functions of a matrix argument. The author considers a real-valued scalar function \(f(X)\), where the argument \(X\) may be scalar, vector, matrix or a sequence of matrices in the real or complex domain. The function \(f(X)\), associated with \(X\), may be a function of \(XX^T\). By imposing additional conditions, \(f(X)\) can also be a statistical density of \(X\). All the models introduced in this paper are nonsingular in the sense that when square matrices are involved, then they are nonsingular and when a rectangular matrix \(X\) is involved, then \(XX^T\) is nonsingular. The text is accompanied by several illustrative examples.\N\NIndividual sections deal with the following topics:\N\begin{itemize}\N\item Evaluation of some general integrals and introduction of some general densities, mainly of the matrix-variate type. \N\N\item Details about some recent procedures involving logistic type models for vector/matrix variables in the real and complex domains.\N\N\item Evaluation of the normalizing constants in some general matrix-variate densities and introduction of some general scaling models and general Bayesian structures.\N\N\item Connection of Mellin convolutions of products and ratios and statistical distribution theory to fractional calculus, especially to fractional integrals of the first and second kinds.\N\N\item Derivations of matrix-variate functions through optimization of Mathai entropy.\N\N\item A glimpse into singular matrix-variate gamma and beta functions.\N\end{itemize}
- A pathway to matrix-variate gamma and normal densities
- Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions
- Fractional differential operators in the complex matrix-variate case
- Fractional integral operators in the complex matrix variate case
- Fractional integrals in the matrix-variate cases and connection to statistical distributions
- scientific article; zbMATH DE number 3540731 (Why is no real title available?)
- scientific article; zbMATH DE number 1010456 (Why is no real title available?)
- scientific article; zbMATH DE number 1414606 (Why is no real title available?)
- Multivariate and matrix-variate analogues of Maxwell-Boltzmann and Raleigh densities
- Multivariate Statistical Analysis in the Real and Complex Domains
- On the singular gamma, Wishart, and beta matrix‐variate density functions
- Possible generalization of Boltzmann-Gibbs statistics.
- Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
- The H-Function
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