Complete Asymptotic Expansions for the Normalizing Constants of High-Dimensional Matrix Bingham and Matrix Langevin Distributions

For positive integers and p such that ≥ , let ℝᵈˣᵖ denote the set of × real matrices, ₚ be the identity matrix of order , and d,ₚ = { ∈ ℝᵈˣᵖ ∣ ′ = ₚ} be the Stiefel manifold in ℝᵈˣᵖ. Complete asymptotic expansions as → ∞ are obtained for the normalizing constants of the matrix Bingham and matri...

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Published in:Symmetry, Integrability and Geometry: Methods and Applications
Date:2024
Main Authors: Bagyan, Armine, Richards, Donald
Format: Article
Language:English
Published: Інститут математики НАН України 2024
Online Access:https://nasplib.isofts.kiev.ua/handle/123456789/212652
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:Complete Asymptotic Expansions for the Normalizing Constants of High-Dimensional Matrix Bingham and Matrix Langevin Distributions. Armine Bagyan and Donald Richards. SIGMA 20 (2024), 094, 22 pages

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Digital Library of Periodicals of National Academy of Sciences of Ukraine