Article ID Journal Published Year Pages File Type
4602059 Linear Algebra and its Applications 2010 12 Pages PDF
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