Some Matrix-variate Models Applicable in Different Areas

Matrix-variate Gaussian type or Wishart type distributions in the real domain are widely used in the literature. When the exponential trace has an arbitrary power and when a factor involving a determinant enters into the model or a matrix-variate gamma type or Wishart type model with exponential trace having an arbitrary power, is extremely difficult to handle. Evaluation of the normalizing constant in such a model is the most important part because when studying the properties of such a model, the method used in the evaluation of the normalizing constant will be the relevant steps in all the computations involved. One such model with a factor involving a trace and the exponential trace having an arbitrary power, in the real domain, is known in the literature as Kotz' model. No explicit evaluation of the normalizing constant in the model involving trace with an exponent and determinant with an exponent entering into the model and at the same time the exponential trace having an arbitrary exponent seems to be available in the literature. The normalizing constant widely used in the literature and interpreted as the normalizing constant in the general model and refers to as a Kotz' model does not seem to be correct. Corresponding model in the complex domain, with the correct normalizing constant, does not seem to be available in the literature. One of the main contributions in this paper is the matrix-variate distributions in the complex domain belonging to Gaussian type, gamma type, type-1 and type-2 beta type when the exponential trace has an arbitrary power. All these models are believed to be new. A second main contribution is the explicit evaluation of the the normalizing constants, in the real and complex domains especially in the complex domain, in a matrix-variate model involving a determinant and a trace as multiplicative factors and at the same time the exponential trace having an arbitrary power. Another main contribution is the introduction of matrix-variate models with exponential trace having an arbitrary exponent, in the categories of type-1 beta, type-2 beta and gamma distributions or in the family of Mathai's pathway models [1], both in the real and complex domains. Another new contribution is the logistic-based extensions of models in the real and complex domains with exponential trace having an arbitrary exponent and connecting to extended zeta functions introduced by this author recently. Some properties of such models are indicated but not derived in detail in order to limit the size of the paper. The techniques and steps used at various stages in this paper will be highly useful for people working in multivariate statistical analysis as well as people applying such models in engineering problems, communication theory, quantum physics and related areas, apart from statistical applications.