Random beta matrix and the distribution of its determinant

MaRDI QIDQ1822152zbMATH OpenFDO

Authors Arakaparampil M. Mathai, Derrick Shannon Tracy

Publication date 1986

Published in Metron (Search for Journal in Brave)

zbMATH Keywords

Mellin transformasymptotic expansionHermitian matricesratio of gamma functionscomplex multi-variate beta distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

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• The inverse and determinant of a 2 2 uniformly distributed random matrix
• A method to calculate correlation functions for \(\beta =1\) random matrices of odd size
• Eigenvalue distributions of beta-Wishart matrices
• Beta Random Projection
• scientific article; zbMATH DE number 1053780 (Why is no real title available?)
• scientific article; zbMATH DE number 5657663 (Why is no real title available?)

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