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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 and be integers, and let be an complex symmetric matrix. Then the hypergeometric function of a matrix argument and parameter is defined as : where means is a partition of , is the Generalized Pochhammer symbol, and 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)』 ■ウィキペディアで「Hypergeometric function of a matrix argument」の詳細全文を読む スポンサード リンク
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