Some properties of complex matrix-variate generalized Dirichlet integrals

DOI10.1007/BF02829655MaRDI QIDQ2572420zbMATH OpenFDO

Authors Joy Jacob, Sebastian George, Arakaparampil M. Mathai

Publication date 8 November 2005

Published in Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0607625

zbMATH Keywords

Dirichlet integralhermitian positive definite matricesJacobians of matrix transformationsLiouville modelscomplex matrix-variate beta random variablestype-2 Dirichlet model

Mathematics Subject Classification ID

Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50)

Abstract: Dirichlet integrals and the associated Dirichlet statistical densities are widely used in various areas. Generalizations of Dirichlet integrals and Dirichlet models to matrix-variate cases, when the matrices are real symmetric positive definite or hermitian positive definite, are available cite{4}. Real scalar variables case of the Dirichlet models are generalized in various directions. One such generalization of the type-2 or inverted Dirichlet is looked into in this article. Matrix-variate analogue, when the matrices are hermitian positive definite, are worked out along with some properties which are mathematically and statistically interesting.

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