Recurrence relations of coefficients of the generalized hypergeometric function in multivariate analysis |
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Authors: | Takakazu Sugiyama Masafumi Fukuda Yuichi Takeda |
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Institution: | Dept. of Mathematics , Chuo University , Tokyo, Japan |
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Abstract: | James(1960) defined the zonal polynomials and used it to represent the joint distributions of latent roots of VVisfiart matrix. The zonal polviionnals played an important role to define the generalized hypergeometric function of symmetric matrix argument Since then, many density functions and moments based on Wishart matrix have been expressed in terms of the generalized hy¬pergeometric Function. The purpose of this paper is to get the recurrence relations for the coefficients of it. In Section 1 we derive a partial differen¬tial equations having the generalized hypergeometric function as the unique solution. Then we ubtain the recurrence relations until order 7 in Section 2. |
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Keywords: | zonal polynomial recurronce relation ricrn cntary sifmmt trie function puriml different eguation |
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