Zonal polynomials and hypergeometric functions of quaternion matrix argument
Statistics Theory
2009-01-23 v1 Probability
Methodology
Statistics Theory
Abstract
We define zonal polynomials of quaternion matrix argument and deduce some important formulae of zonal polynomials and hypergeometric functions of quaternion matrix argument. As an application, we give the distributions of the largest and smallest eigenvalues of a quaternion central Wishart matrix , respectively.
Cite
@article{arxiv.0901.3379,
title = {Zonal polynomials and hypergeometric functions of quaternion matrix argument},
author = {Fei Li and Yifeng Xue},
journal= {arXiv preprint arXiv:0901.3379},
year = {2009}
}
Comments
22 pages. Communications in Statistics - Theory and Methods (appear)