Systems of Partial Differential Equations for Hypergeometric Functions of Matrix Argument

DOI10.1214/aoms/1177696975zbMath0225.62078OpenAlexW1973330503MaRDI QIDQ5631935

Robb J. Muirhead

Publication date: 1970

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177696975

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Generalized hypergeometric series, ({}_pF_q) (33C20)

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Selberg integrals, super-hypergeometric functions and applications to β-ensembles of random matrices ⋮ Properties and applications of Fisher distribution on the rotation group ⋮ The holonomic gradient method for the distribution function of the largest root of a Wishart matrix ⋮ Asymptotic expansions for the joint and marginal distributions of the latent roots of \(S_1S^{-1}_2\) ⋮ Nonlinear algebra and applications ⋮ Calculation and properties of zonal polynomials ⋮ Conformal partial waves and the operator product expansion ⋮ The importance of the Selberg integral ⋮ On Rice's matrix polynomials ⋮ On Chebyshev matrix polynomials, matrix differential equations and their properties ⋮ Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method ⋮ Matrix hypergeometric functions, semi-classical orthogonal polynomials and quantum Painlevé equations ⋮ 2-variable generalized Hermite matrix polynomials and Lie algebra representation ⋮ Expressions for some hypergeometric functions of matrix argument with applications ⋮ Asymptotic solutions of the hypergeometric function \(_1F_1\) of matrix argument, useful in multivariate analysis ⋮ Distributions of Lawley-Hotelling'sT₀²and Related Statistics: A Review ⋮ Invariant Polynomials and Related Tests ⋮ Partial differential equations for hypergeometric functions ₃F₂ of matrix argument ⋮ Algebraic analysis of the hypergeometric function \(_1F_1\) of a matrix argument ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis ⋮ Partial differential equations for hypergeometric functions of complex argument matrices and their applications ⋮ Asymptotic non-null distributions of two test criteria for equality of covariance matrices under local alternatives ⋮ Holonomic systems of Gegenbauer type polynomials of matrix arguments related with Siegel modular forms ⋮ A determinant representation for the distribution of a generalised quadratic form in complex normal vectors ⋮ Partial differential equations for hypergeometric functions of two argument matrices ⋮ THE ANNIHILATING IDEAL OF THE FISHER INTEGRAL ⋮ A determinant representation for the distribution of quadratic forms in complex normal vectors ⋮ An identity involving partitional generalized binomial coefficients ⋮ On the calculation of generalized binomial coefficients ⋮ Spherical functions on the Grassmann manifold and generalized Jacobi polynomials. I ⋮ Closed form general solution of the hypergeometric matrix differential equation ⋮ On the expansion of \(C^*_{\rho}(V+I)\) as a sum of zonal polynomials

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