Some properties of complex matrix-variate generalized Dirichlet integrals

2006/07/25 by Joy Jacob, Jacob, Joy, Sebastian George +3
Mathematics · #15A57 #60E05 #62E15 #62H10 #FOS: Mathematics #Logic (math.LO) #math.LO #msc:15A57 #msc:60E05 #msc:62E15 #msc:62H10

paper · pdf · doi:10.48550/arxiv.math/0607625

8 pages

arxiv created 2006/07/25 · arxiv updated 2009/12/01

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 \cite4. 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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