Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument |
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Authors: | Fei Li |
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Institution: | Department of Mathematics , East China University of Science and Technology , Shanghai, P.R. China |
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Abstract: | We define zonal polynomials of quaternion matrix argument and deduce some impor-tant 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 ~ ?W(n, Σ), respectively. |
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Keywords: | Hypergeometric function Quaternion matrix Wishart matrix Zonal polynomial |
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