Properties of the complex bimatrix variate beta distribution

Abstract

In this article, we derive several properties such as marginal distribution, moments involving zonal polynomials, and asymptotic expansion of the complex bimatrix variate beta type 1 distribution introduced by Díaz-García and Gutiérrez Jáimez [José A. Díaz-García, Ramón Gutiérrez Jáimez, Complex bimatrix variate generalised beta distributions, Linear Algebra Appl. 432 (2010) 571-582]. We also derive distributions of several matrix valued functions of random matrices jointly distributed as complex bimatrix variate beta type 1. © 2010 Elsevier Inc. All rights reserved.