Determinantal formula for the largest-root distribution of non-central Wishart matrices
Let denote the target function, and let be defined recursively by
and, for ,
Determinantal formula. There is a function such that
where
The formula has been fully checked for and , its front factor has been confirmed for , and it is also true for . Its significance is that it would exploit the factorization structure of the relevant holonomic system; the general formula beyond the checked cases remains conjectural.
References
Primary source
Raimundas Vidunas and Akimichi Takemura, “Differential relations for the largest root distribution of complex non-central Wishart matrices”, arXiv:1609.01799 (2016).
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