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1955
DOI: 10.2307/1969810
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Bessel Functions of Matrix Argument

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Cited by 417 publications
(274 citation statements)
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“…The Laplace transform of f : n → , denoted by f, at the symmetric matrix Z∈ n×n is defined by Herz (1955): (17) For a sufficiently nice function f, the integral above converges in the right half plane, Re(Z) >X 0 (Re(Z) denotes the real part of Z), meaning that Re(Z) − X 0 ∈ n and the inversion formula for this Laplace transform is: (18) Here dZ = Πdz ij and the integral is over symmetric matrices Z with fixed real part.…”
Section: Definitionmentioning
confidence: 99%
“…The Laplace transform of f : n → , denoted by f, at the symmetric matrix Z∈ n×n is defined by Herz (1955): (17) For a sufficiently nice function f, the integral above converges in the right half plane, Re(Z) >X 0 (Re(Z) denotes the real part of Z), meaning that Re(Z) − X 0 ∈ n and the inversion formula for this Laplace transform is: (18) Here dZ = Πdz ij and the integral is over symmetric matrices Z with fixed real part.…”
Section: Definitionmentioning
confidence: 99%
“…with 1 F 1 a confluent hypergeometric function of matrix argument as defined by [12]. Thus, the probability concentration is controlled by the eigenvalues of Z, which might be interpreted as concentration parameters.…”
Section: The Bingham Distributionmentioning
confidence: 99%
“…for n → ∞ with 8) where P X denotes the law of a random variable X. Moreover, as Q is a isomorphism from…”
Section: Lemmamentioning
confidence: 99%
“…[14]). Moreover, in case (2), Bessel functions of matrix argument and the associated Bessel convolutions on matrix cones appear (see [6], [8], [16]), and in case (3), Jacobi functions and Jacobi convolutions on [0, ∞[ appear (see the survey [15]). Finally, in the compact case, spheres and projective spaces lead to Jacobi polynomials and Jacobi convolutions on [−1, 1], and the finite examples associated with Hamming schemes or Johnson schemes lead to Krawtchouk and Meixner polynomials respectively.…”
Section: Introductionmentioning
confidence: 99%