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Items for "hypercomplex normal multivariate distribution theory"

On Selberg's beta integrals

Askey and Richards (1989) evaluate Selberg's first and second beta integrals using Aomoto's (1987) formidable methodology of setting and solving a first order difference equation...

Keywords: hypercomplex normal multivariate distribution theory, Wishart density, multivariate beta density

01/2005 | Random Operators and Stochastic Equations, Walter de Gruyter