Contributions to complex matrix variate distributions theory
Author | : Daya Krishna Nagar |
Publisher | : Universidad de Antioquia |
Total Pages | : 128 |
Release | : 2009 |
ISBN-10 | : 9789587142693 |
ISBN-13 | : 9587142691 |
Rating | : 4/5 (93 Downloads) |
Download or read book Contributions to complex matrix variate distributions theory written by Daya Krishna Nagar and published by Universidad de Antioquia. This book was released on 2009 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt: "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