LAURICELLA FUNCTIONS OF REAL SYMMETRICAL POSITIVE-DEFINITE MATRICES

Lauricella functions f(A), f(B), f(C) and f(D) of several matrix arguments are defined when the matrices are real symmetric positive definite and several results on these functions are established which correspond to the results in the scalar variable cases. It is shown that some analogues are not there when the arguments are matrices. A generalized matrix transform is used to define these functions.