A class of integral identities with Hermitian matrix argument

DOI10.1090/S0002-9939-06-08602-3MaRDI QIDQ3419912zbMATH OpenOpenAlexFDO

Authors D. K. Nagar, Arjun K. Gupta, Luz Estela Sánchez

Publication date 1 February 2007

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9939-06-08602-3

zbMATH Keywords

Euler's gamma functionsmultivariate functions

Mathematics Subject Classification ID

Special functions in characteristic (p) (gamma functions, etc.) (33E50) Other special functions (33E99) Multivariate analysis (62H99)

Recommendations

• Integrals involving functions of Hermitian matrices
• Extended matrix variate gamma and beta functions
• Some special functions of matrix arguments
• An extension of the generalized beta integral with matrix argument
• scientific article; zbMATH DE number 683304

Cites work

• A class of integral identities with matrix argument
• A Class of Multiple Integrals
• A generalization of some integral identities due to Ingham and Siegel
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• Extensions of Dirichlet’s Multiple Integral
• scientific article; zbMATH DE number 3009208 (Why is no real title available?)
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• Matrix extensions of Liouville-Dirichlet type integrals
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• On the Complex Wishart Distribution
• The Distribution of the Determinant of a Complex Wishart Distributed Matrix
• The Generalized Dirichlet’s Multiple Integral
• Über die analytische Theorie der quadratischen Formen

Cited in

(7)

• Idempotency of the Hermitian part of a complex matrix
• Selberg-type squared matrices gamma and beta integrals
• Extended matrix variate gamma and beta functions
• Lebedev identities and integral representations of products of Hermite functions
• An extension of the generalized beta integral with matrix argument
• Integrals involving functions of Hermitian matrices
• Evaluation of matrix Liouville–Dirichlet integrals using Laplace transform

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