: Mathématiques: hypergeometric function of a matrix argument

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hypergeometric function of a matrix argument

In mathematics, the hypergeometric function of a matrix argument is a generalization of the classical hypergeometric series. It is a function defined by an infinite summation which can be used to evaluate certain multivariate integrals. Hypergeometric functions of a matrix argument have applications in random matrix theory. For example, the distributions of the extreme eigenvalues of random matrices are often expressed in terms of the hypergeometric function of a matrix argument.
(Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Hypergeometric_function_of_a_matrix_argument)

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