Appell's and Humbert's functions of matrix arguments (Q2365685)

In many problems relating to multivariate statistical analysis hypergeometric functions of several variables with matrix arguments play a significant role. In this paper a generalized matrix transform is used to define the Appell and Humbert functions where the arguments are real positive definite symmetric matrices. Integral, limiting and other properties of these functions are discussed here and a generalized gamma function figures prominently in the working out.