A Dual Approach for Matrix-Derivatives.
In this note a uniform transparent presentation of the scalar Haffian will be given. Some well-known results will be generalized. A link will be established between the scalar Haffian and the derivative matrix as developed by Magnus and Neudecker.
We prove necessary and sufficient conditions for the validity of the classical chain rule in the Sobolev space and in the space of functions of bounded variation.
Let and be a positive integer. Let be a locally bounded map such that for each , the derivatives , , exist and are continuous. In order to conclude that any such map is necessarily of class it is necessary and sufficient that be not contained in the zero-set of a nonzero homogenous polynomial which is linear in and homogeneous of degree in . This generalizes a result of J. Boman for the case . The statement and the proof of a theorem of Boman for the case is also extended...
In this paper we revisit Haff's seminal work on the matrix Haffian as we proposed to call it. We review some results, and give new derivations. Use is made of the link between the matrix Haffian ∇F and the differential of the matrix function, dF.
The Lukacs theorem is one of the most brilliant results in the area of characterizations of probability distributions. First, because it gives a deep insight into the nature of independence properties of the gamma distribution; second, because it uses beautiful and non-trivial mathematics. Originally it was proved for probability distributions concentrated on (0,∞). In 1962 Olkin and Rubin extended it to matrix variate distributions. Since that time it has been believed that the fundamental reason...