Available in electronic format
Available in print format
Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826 (e) ISSN 0002-9939 (p)
     

A class of integral identities with Hermitian matrix argument

Author(s): Daya K. Nagar; Arjun K. Gupta; Luz Estela Sánchez
Journal: Proc. Amer. Math. Soc. 134 (2006), 3329-3341.
MSC (2000): Primary 33E99; Secondary 62H99
Posted: May 12, 2006
Retrieve article in: PDF DVI PostScript

Abstract | References | Similar articles | Additional information

Abstract: The gamma, beta and Dirichlet functions have been generalized in several ways by Ingham, Siegel, Bellman and Olkin. These authors defined them as integrals having the integrand as a scalar function of real symmetric matrix. In this article, we have defined and studied these functions when the integrand is a scalar function of Hermitian matrix.


References:

1.
R. Bellman, A generalization of some integral identities due to Ingham and Siegel, Duke Math. J., 23 (1956), 571-577. MR 0081921 (18:468a)

2.
N. R. Goodman, Statistical analysis based on a certain multivariate complex Gaussian distribution (an introduction), Ann. Math. Statist., 34 (1963), 152-177. MR 0145618 (26:3148a)

3.
A. K. Gupta and D. K. Nagar, Matrix Variate Distributions, Chapman & Hall/CRC, Boca Raton, 2000. MR 1738933 (2001d:62055)

4.
A. E. Ingham, An integral which occurs in statistics, Proc. Cambridge Philos. Soc., 29 (1933), 271-276.

5.
C. G. Khatri, Classical statistical analysis based on a certain multivariate complex Gaussian distribution, Ann. Math. Statist., 36 (1965), 98-114. MR 0192598 (33:823)

6.
M. S. Klamkin, Extensions of Dirichlet's multiple integral, SIAM J. Math. Anal., 2 (1971), 467-469. MR 0286953 (44 #4160)

7.
I. Olkin, A class of integral identities with matrix argument, Duke Math. J., 26 (1959), 207-213. MR 0101223 (21:36)

8.
I. Olkin, Matrix extensions of Liouville-Dirichlet-type integrals, Linear Algebra Appl., 28 (1979), 155-160. MR 0549430 (80i:26015)

9.
I. Olkin and H. Rubin, Multivariate beta distributions and independence properties of the Wishart distribution, Ann. Math. Statist, 35 (1964), 261-269. Correction Ann. Math. Statist., 37 (1966), 297. MR 0160297 (28:3511)

10.
Carl Ludwig Siegel, Über die analytische theorie der quadratischen formen, Ann. Math., 36 (1935), no. 3, 527-606. MR 1503238

11.
B. D. Sivazlian, The generalized Dirichlet's multiple integral, SIAM Rev., 11 (1969), 285-288. MR 0247014 (40:283)

12.
B. D. Sivazlian, A class of multiple integrals, SIAM J. Math. Anal., 2 (1971), 72-75. MR 0285680 (44:2898)

13.
M. S. Srivastava, On the complex Wishart distribution, Ann. Math. Statist., 36 (1965), 313-315. MR 0172401 (30:2620)


Similar Articles:

Retrieve articles in Proceedings of the American Mathematical Society with MSC (2000): 33E99, 62H99

Retrieve articles in all Journals with MSC (2000): 33E99, 62H99


Additional Information:

Daya K. Nagar
Affiliation: Departamento de Matemáticas, Universidad de Antioquia, Medellín, AA 1226, Colombia
Email: nagar@matematicas.udea.edu.co

Arjun K. Gupta
Affiliation: Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, Ohio 43403-0221
Email: gupta@bgnet.bgsu.edu

Luz Estela Sánchez
Affiliation: Departamento de Matemáticas, Universidad de Antioquia, Medellín, AA 1226, Colombia
Email: lesanchez@matematicas.udea.edu.co

DOI: 10.1090/S0002-9939-06-08602-3
PII: S 0002-9939(06)08602-3
Keywords: Beta function, Dirichlet function, gamma function, Liouville integral, matrix variate, transformation
Received by editor(s): June 10, 2003
Received by editor(s) in revised form: November 5, 2004 and June 1, 2005
Posted: May 12, 2006
Additional Notes: The first and third authors were supported by the Comité para el Desarrollo de la Investigación, Universidad de Antioquia research grant no. IN387CE
Communicated by: Richard A. Davis
Copyright of article: Copyright 2006, American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.


  AMS Website Logo Small Comments: webmaster@ams.org
© Copyright 2008, American Mathematical Society
Privacy Statement
Search the AMSPowered by Google