Useful in physics, economics, psychology, and other fields, random matrices play an important role in the study of multivariate statistical methods. Until now, however, most of the material on random matrices could only be found scattered in various statistical journals. Matrix Variate Distributions gathers and systematically presents most of the recent developments in continuous matrix variate distribution theory and includes new results. After a review of the essential background material, the authors investigate the range of matrix variate distributions, including: matrix variate normal distribution Wishart distribution Matrix variate t-distribution Matrix variate beta distribution F-distribution Matrix variate Dirichlet distribution Matrix quadratic forms With its inclusion of new results, Matrix Variate Distributions promises to stimulate further research and help advance the field of multivariate statistical analysis.

One of the most classical areas of algebra, the theory of symmetric functions and orthogonal polynomials, has long been known to be connected to combinatorics, representation theory and other branches of mathematics. Written by perhaps the most famous author on the topic, this volume explains some of the current developments regarding these connections. It is based on lectures presented by the author at Rutgers University. Specifically, he gives recent results on orthogonal polynomials associated with affine Hecke algebras, surveying the proofs of certain famous combinatorial conjectures.

The book deals with bilinear forms in real random vectors and their generalizations as well as zonal polynomials and their applications in handling generalized quadratic and bilinear forms. The book is mostly self-contained. It starts from basic principles and brings the readers to the current research level in these areas. It is developed with detailed proofs and illustrative examples for easy readability and self-study. Several exercises are proposed at the end of the chapters. The complicated topic of zonal polynomials is explained in detail in this book. The book concentrates on the theoretical developments in all the topics covered. Some applications are pointed out but no detailed application to any particular field is attempted. This book can be used as a textbook for a one-semester graduate course on quadratic and bilinear forms and/or on zonal polynomials. It is hoped that this book will be a valuable reference source for graduate students and research workers in the areas of mathematical statistics, quadratic and bilinear forms and their generalizations, zonal polynomials, invariant polynomials and related topics, and will benefit statisticians, mathematicians and other theoretical and applied scientists who use any of the above topics in their areas. Chapter 1 gives the preliminaries needed in later chapters, including some Jacobians of matrix transformations. Chapter 2 is devoted to bilinear forms in Gaussian real ran dom vectors, their properties, and techniques specially developed to deal with bilinear forms where the standard methods for handling quadratic forms become complicated.

This is the last of three major volumes which present a comprehensive treatment of the theory of the main classes of special functions from the point of view of the theory of group representations. This volume deals with q-analogs of special functions, quantum groups and algebras (including Hopf algebras), and (representations of) semi-simple Lie groups. Also treated are special functions of a matrix argument, representations in the Gel'fand-Tsetlin basis, and, finally, modular forms, theta-functions and affine Lie algebras. The volume builds upon results of the previous two volumes, and presents many new results. Subscribers to the complete set of three volumes will be entitled to a discount of 15%.

The present book is a continuation of the three-volume work Representation of Lie Groups and Special Functions by the same authors. Here, they deal with the exposition of the main new developments in the contemporary theory of multivariate special functions, bringing together material that has not been presented in monograph form before. The theory of orthogonal symmetric polynomials (Jack polynomials, Macdonald's polynomials and others) and multivariate hypergeometric functions associated to symmetric polynomials are treated. Multivariate hypergeometric functions, multivariate Jacobi polynomials and h-harmonic polynomials connected with root systems and Coxeter groups are introduced. Also, the theory of Gel'fand hypergeometric functions and the theory of multivariate hypergeometric series associated to Clebsch-Gordan coefficients of the unitary group U(n) is given. The volume concludes with an extensive bibliography. For research mathematicians and physicists, postgraduate students in mathematics and mathematical and theoretical physics.