Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument

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Zonal polynomials and hypergeometric functions of quaternion matrix argument ∗

We define zonal polynomials of quaternion matrix argument and deduce some important 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 ∼ QW (n,Σ), respectively.

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ژورنال

عنوان ژورنال: Communications in Statistics - Theory and Methods

سال: 2009

ISSN: 0361-0926,1532-415X

DOI: 10.1080/03610920802379185