Zonal polynomials and hypergeometric functions of quaternion matrix argument

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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 $W\sim\mathbb{Q}W(n,Σ)$, respectively.
22 pages. Communications in Statistics - Theory and Methods (appear)

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Statistics Theory, Probability, Methodology

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http://salesiana.dossiersoluciones.com/handle/123456789/216941

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0901.3379
 http://arxiv.org/abs/0901.3379

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arXiv