Contributions to complex matrix variate distributions theory

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  • Contributions to complex matrix variate distributions theory Book Detail

  • Author : Daya Krishna Nagar
  • Release Date : 2009
  • Publisher : Universidad de Antioquia
  • Genre : Distribution (Probability theory)
  • Pages : 128
  • ISBN 13 : 9587142691
  • File Size : 95,95 MB

Contributions to complex matrix variate distributions theory by Daya Krishna Nagar PDF Summary

Book Description: "Random matrices (real or complex) play an important role in the study of multivariate statistical methods. They have been found useful in physics, engineering, economics, psychology and other fields of investigation. Contributions to Complex Matrix Variate Distribution Theory gives a comprehensive coverage of complex random matrices, and defines a number of new complex matrix variate distributions. It also gathers and systematiclly [sic] presents several results on zonal polynomials, invariant polynomials and hypergeometric functions of Hermitian matrices which until now could only be found scattered in various mathematical or statistical journals. This book provides a compact self-contained introduction to the complex matrix variate distribution theory and includes new results that will be a useful source to all those working in the area, stimulate further research, and help advance this field. This book, valuable to researchers, graduate students, and instructors in multivariate statistical analysis, will also interest researchers in a variety of areas including physicists, engineers, psychometricians, and econometricians."--Back cover

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