Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4602059 | Linear Algebra and its Applications | 2010 | 12 Pages |
Abstract
In this paper, the study of bivariate generalised beta types I and II distributions is extended to the complex matrix variate case, for which the corresponding density functions are found. In addition, for complex bimatrix variate beta type I distributions, several basic properties, including the joint eigenvalue density and the maximum eigenvalue distribution, are studied.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory