Explicit Evaluations of Matrix-variate Gamma and Beta Integrals in the Real and Complex Cases

zbMATH Open1322.15016arXiv1409.7561MaRDI QIDQ5263374FDOQ5263374

Publication date: 16 July 2015

Abstract: Matrix transformations in terms of triangular matrices is the easiest method of evaluating matrix-variate gamma and beta integrals in the real and complex cases. Here we give several procedures of explicit evaluation of gamma and beta integrals in the general real and complex situations. The procedure also reveals the structure of these matrix-variate integrals. Apart from the evaluation of matrix-variate gamma and beta integrals, the procedure can also be applied to evaluate such integrals explicitly in similar situations. Various methods described here will be useful to those who are working on integrals involving real-valued scalar functions of matrix argument in general and gamma and beta integrals in particular.

Full work available at URL: https://arxiv.org/abs/1409.7561

zbMATH Keywords

complex case real case explicit evaluations matrix-variate beta integrals matrix-variate gamma integral partitioned matrices and determinants

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Other functions defined by series and integrals (33E20) Determinants, permanents, traces, other special matrix functions (15A15) Gamma, beta and polygamma functions (33B15)

Cited In (1)

Evaluation of matrix-variate gamma and beta integrals as multiple integrals and Kober fractional integral operators in the complex matrix variate case

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