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Hypergeometric function of a matrix argument : ウィキペディア英語版
Hypergeometric function of a matrix argument
In mathematics, the hypergeometric function of a matrix argument is a generalization of the classical hypergeometric series. It is a function defined by an infinite summation which can be used to evaluate certain multivariate integrals.
Hypergeometric functions of a matrix argument have applications in random matrix theory. For example, the distributions of the extreme eigenvalues of random matrices are often expressed in terms of the hypergeometric function of a matrix argument.
==Definition==

Let p\ge 0 and q\ge 0 be integers, and let
X be an m\times m complex symmetric matrix.
Then the hypergeometric function of a matrix argument X
and parameter \alpha>0 is defined as
:
_pF_q^(a_1,\ldots,a_p;
b_1,\ldots,b_q;X) =
\sum_^\infty\sum_
\frac\cdot
\frac}
} \cdot
C_\kappa^(X),

where \kappa\vdash k means \kappa is a partition of k, (a_i)^_ is the Generalized Pochhammer symbol, and
C_\kappa^(X) is the "C" normalization of the Jack function.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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