Some properties of matrix-variate Laplace transforms and matrix-variate Whittaker functions Original Research Article

Some results on scalar variable Laplace transforms are generalized to the matrix-variate case. Then a matrix-variate function is defined, which can be interpreted as a matrix-variate analogue of the univariate Whittaker function. Several properties of this function, which generalize the corresponding properties of univariate Whittaker function, are established. An application of this function to statistical distribution theory is also given.