Random beta matrix and the distribution of its determinant (Q1822152)
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English | Random beta matrix and the distribution of its determinant |
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Random beta matrix and the distribution of its determinant (English)
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1986
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Let A and I-A be random positive definite Hermitian matrices. Then A is said to have a complex multi-variate beta distribution if the density function of A is a normalizing factor times \(| A|^{\alpha - p}| I-A|^{\beta -p}\) where the real parts of \(\alpha\) and \(\beta\) exceed the dimension p of A and \(| A|\) is the determinant of A. The authors study the density function of \(| A|\). They use the Mellin transform and a particular asymptotic expansion of the ratio of gamma functions written in terms of generalized Bernoulli polynomials.
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Hermitian matrices
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complex multi-variate beta distribution
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Mellin transform
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asymptotic expansion
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ratio of gamma functions
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