Complex bimatrix variate generalised beta distributions
Jose A. Diaz-Garcia, Ramon Gutierrez-Jaimez
TL;DR
This paper extends the study of bivariate generalized beta distributions to the complex matrix variate case, deriving density functions and analyzing eigenvalue properties.
Contribution
It introduces the complex bimatrix variate beta distributions and explores their properties, including joint eigenvalue and maximum eigenvalue distributions.
Findings
Derived density functions for complex bivariate beta distributions
Analyzed joint eigenvalue density
Studied maximum eigenvalue distribution
Abstract
In this paper, the study of bivariate generalised beta type I and II distributions is extended to the complex matrix variate case, for which the corresponding density functions are found. In addition, for complex bimatrix variate beta type I distributions, several basic properties, including the joint eigenvalue density and the maximum eigenvalue distribution, are studied.
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Taxonomy
TopicsRandom Matrices and Applications · Bayesian Methods and Mixture Models · Mathematical functions and polynomials