Complex bimatrix variate generalised beta distributions (Q1044551)

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Complex bimatrix variate generalised beta distributions
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    Complex bimatrix variate generalised beta distributions (English)
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    18 December 2009
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    \textit{D. L. Libby} and \textit{M. R. Novick} [J. Ed. Statist. 7, 271--294 (1982)] proposed a multivariate vector-version of the beta types~I and II distributions. In the present paper, the bivariate generalised beta types~I and II distributions are extended to the complex matrix variate case and the joint eigenvalues density functions are calculated for the complex bimatrix variate type I distributions. Also for the type I distributions the maximum eigenvalue distribution is found.
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    complex random matrices
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    complex beta distribution
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    complex bimatrix variate generalised beta distribution
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