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A note on the characteristic functions of spherical matrix distributions

✍ Scribed by A.K. Gupta; D.G. Kabe

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
111 KB
Volume
11
Category
Article
ISSN
0893-9659

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✦ Synopsis

Li [i]

evaluates characteristic functions of two spherical matrix distributions in terms of zonal polynomials. The present paper evaluates these characteristic functions explicitly in terms of known multiple series without using zonal polynomials.

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✍ I. Dreier; S. Kotz πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 71 KB

Utilizing the theory of positive deΓΏnite densities we express the density of a t-random variable as the characteristic function of a convolution of two Gamma-variables. This allows us to obtain a simple interpretation and an expression for the characteristic function of the t-variable.