Total positivity properties of generalized hypergeometric functions of matrix argument

DOI10.1023/B:JOSS.0000037249.50382.92MaRDI QIDQ2385672zbMATHOpenAlexFDO

Authors Donald Richards

Publication date 12 October 2007

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:joss.0000037249.50382.92

zbMATH Keywords

random matrixtotal positivityzonal polynomiallikelihood ratio test statisticsFKG inequalitynoncentral Wishart distributioncompound determinantcondensation formulamonotone power function

Mathematics Subject Classification ID

Multivariate analysis (62H99) Generalized hypergeometric series, ({}_pF_q) (33C20) Random matrices (algebraic aspects) (15B52) Inequalities; stochastic orderings (60E15) Other functions defined by series and integrals (33E20) Other hypergeometric functions and integrals in several variables (33C70) Harmonic analysis and spherical functions (43A90)

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(4)

• Laplace approximation of Lauricella functions \(F_A\) and \(F_D\)
• A power function of statistical tests dependent on elementary symmetric polynomials
• Total positivity, spherical series, and hypergeometric functions of matrix argument
• Log-convexity properties of Schur functions and generalized hypergeometric functions of matrix argument

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