Some transformations for functions of matrix arguments. (English) Zbl 0854.33009
Functions of several matrix arguments in the category of Lauricella functions are defined for real symmetric positive definite matrices. Several results on integrals involving these functions are obtained after giving the necessary matrix transformations. Some of the results are shown to generalize the corresponding results in the scalar variable cases.
Reviewer: A.M.Mathai (Montreal)
MSC:
33C65 | Appell, Horn and Lauricella functions |
33C70 | Other hypergeometric functions and integrals in several variables |