1Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, Ohio 43403-0221, USA
2Departamento de Matemáticas Universidad de Antioquia, Calle 67, No. 53–108, Medellín, Colombia.
Define where X1 and X2 are independent, i = 1, 2. In this article several properties including marginal distribution, distribution of the determinant, and expected values of scalar and matrix valued functions of Z are derived.
Bessel function, complex beta distribution, complex random matrix, unitary invariant, Wishart distribution, zonal polynomial