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math.PR2013★ 18 cited
The Beta-Wishart Ensemble
Alexander Dubbs, Alan Edelman, Plamen Koev +1
This paper proves a matrix model for the Wishart Ensemble with general covariance and general dimension parameter beta. In so doing, we introduce a new and elegant definition of Ja…
math.PR2005★ 2 cited
The Efficient Evaluation of the Hypergeometric Function of a Matrix Argument
Plamen Koev, Alan Edelman
We present new algorithms that efficiently approximate the hypergeometric function of a matrix argument through its expansion as a series of Jack functions. Our algorithms exploit…