Math 2.0

Special functions Definition

Hypergeometric function of a matrix argument

Builds on Generalized hypergeometric functionInteger partitionSymmetric matrixSchur polynomialEigenvalue

Definition

Let m≥1m \ge 1 be an integer, let α>0\alpha > 0, and let XX be a complex m×mm \times m symmetric matrix with eigenvalues x1,…,xmx_1, \dots, x_m. Write κ⊢k\kappa \vdash k when κ=(κ1≥κ2≥… )\kappa = (\kappa_1 \ge \kappa_2 \ge \dots) is an integer partition of kk. Let Cκ(α)(X)C_\kappa^{(\alpha)}(X) be the Jack polynomial of κ\kappa in x1,…,xmx_1, \dots, x_m, normalised so that ∑κ⊢kCκ(α)(X)=(tr⁡X)k\sum_{\kappa \vdash k} C_\kappa^{(\alpha)}(X) = (\operatorname{tr} X)^k. It is 00 when κ\kappa has more than mm nonzero parts. For a complex number aa, the generalized Pochhammer symbol is (a)κ(α)=∏i≥1∏j=1κi(a−i−1α+j−1).(a)_\kappa^{(\alpha)} = \prod_{i \ge 1} \prod_{j = 1}^{\kappa_i} \left( a - \frac{i - 1}{\alpha} + j - 1 \right). Let a1,…,apa_1, \dots, a_p and b1,…,bqb_1, \dots, b_q be complex numbers such that (bl)κ(α)≠0(b_l)_\kappa^{(\alpha)} \ne 0 for every ll and every κ\kappa with at most mm parts. The hypergeometric function of matrix argument is the series pFq(α)(a1,…,ap;b1,…,bq;X)=∑k=0∞∑κ⊢k(a1)κ(α)⋯(ap)κ(α)(b1)κ(α)⋯(bq)κ(α)Cκ(α)(X)k!,{}_pF_q^{(\alpha)}(a_1, \dots, a_p; b_1, \dots, b_q; X) = \sum_{k = 0}^{\infty} \sum_{\kappa \vdash k} \frac{(a_1)_\kappa^{(\alpha)} \cdots (a_p)_\kappa^{(\alpha)}}{(b_1)_\kappa^{(\alpha)} \cdots (b_q)_\kappa^{(\alpha)}} \frac{C_\kappa^{(\alpha)}(X)}{k!}, wherever it converges.

Remarks

For m=1m = 1 there is one partition κ=(k)\kappa = (k) of each kk, C(k)(α)(x)=xkC_{(k)}^{(\alpha)}(x) = x^k and (a)(k)(α)=(a)k(a)_{(k)}^{(\alpha)} = (a)_k, so the series is the scalar generalized hypergeometric function. The value depends only on the eigenvalues of XX. For α=2\alpha = 2 the polynomials Cκ(2)C_\kappa^{(2)} are the zonal polynomials of real symmetric matrices; for α=1\alpha = 1 they are multiples of Schur polynomials, suited to complex Hermitian matrices. Example: 0F0(α)(X)=∑k1k!∑κ⊢kCκ(α)(X)=∑k(tr⁡X)kk!=etr⁡X{}_0F_0^{(\alpha)}(X) = \sum_k \frac{1}{k!} \sum_{\kappa \vdash k} C_\kappa^{(\alpha)}(X) = \sum_k \frac{(\operatorname{tr} X)^k}{k!} = e^{\operatorname{tr} X}. Non-example: for m=2m = 2 and α=1\alpha = 1, the choice b1=1b_1 = 1 is excluded, since (1)(1,1)(1)=1⋅(1−1)=0(1)_{(1, 1)}^{(1)} = 1 \cdot (1 - 1) = 0 appears in a denominator, although b1=1b_1 = 1 is allowed in the scalar case.

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  1. Eigenvalue concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Hypergeometric_function_of_a_matrix_argument
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MSC33C70, 33C80, 62H10
DefinesHypergeometric function of a matrix argument
UsesGeneralized hypergeometric function, Integer partition, Symmetric matrix, Schur polynomial, Eigenvalue

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