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arXiv · 0906.1131

Complex bimatrix variate generalised beta distributions

Jose A. Diaz-Garcia·Ramon Gutierrez-Jaimez
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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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Jose A. Diaz-Garcia, Ramon Gutierrez-Jaimez. 2009-06-05. Complex bimatrix variate generalised beta distributions. https://arxiv.org/abs/0906.1131

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