This is a modified version of Module 10 of the Centre for Mathematical and Statistical Sciences (CMSS). CMSS modules are notes prepared on various topics with many examples from real-life situations and exercises so that the subject matter becomes interesting to students. These modules are used for undergraduate level courses and graduate level training in various topics at CMSS. Aside from Module 8, these modules were developed by Dr. A. M. Mathai, Director of CMSS and Emeritus Professor of Mathematics and Statistics, McGill University, Canada. Module 8 is based on the lecture notes of Professor W. J. Anderson of McGill University, developed for his undergraduate course (Mathematics 447). Professor Dr. Hans J. Haubold has been a research collaborator of Dr. A.M. Mathai’s since 1984, mainly in the areas of astrophysics, special functions and statistical distribution theory. He is also a lifetime member of CMSS and a Professor at CMSS. A large number of papers have been published jointly in these areas since 1984. The following monographs and books have been brought out in conjunction with this joint research: Modern Problems in Nuclear and Neutrino Astrophysics (A.M. Mathai and H.J. Haubold, 1988, Akademie-Verlag, Berlin); Special Functions for Applied Scientists (A.M.Mathai and H.J. Haubold, 2008, Springer, New York); and The H-Function: Theory and Applications (A.M.Mathai, R.K. Saxena and H.J. Haubold, 2010, Springer, New York). These CMSS modules are printed at CMSS Press and published by CMSS. Copies are made available to students free of charge, and to researchers and others at production cost. For the preparation of the initial drafts of all these modules, financial assistance was made available from the Department of Science and Technology, the Government of India (DST), New Delhi under project number SR/S4/MS:287/05. Hence, the authors would like to express their thanks and gratitude to DST, the Government of India, for its financial assistance.

This book concentrates on the topic of evaluation of Jacobians in some specific linear as well as nonlinear matrix transformations, in the real and complex cases, which are widely applied in the statistical, physical, engineering, biological and social sciences. It aims to develop some techniques systematically so that anyone with a little exposure to multivariable calculus can easily follow the steps and understand the various methods by which the Jacobians in complicated matrix transformations are evaluated. The material is developed slowly, with lots of worked examples, aimed at self-study. Some exercises are also given, at the end of each section.The book is a valuable reference for statisticians, engineers, physicists, econometricians, applied mathematicians and people working in many other areas. It can be used for a one-semester graduate level course on Jacobians and functions of matrix argument.

This book focuses on Erdélyi–Kober fractional calculus from a statistical perspective inspired by solar neutrino physics. Results of diffusion entropy analysis and standard deviation analysis of data from the Super-Kamiokande solar neutrino experiment lead to the development of anomalous diffusion and reaction in terms of fractional calculus. The new statistical perspective of Erdélyi–Kober fractional operators outlined in this book will have fundamental applications in the theory of anomalous reaction and diffusion processes dealt with in physics.A major mathematical objective of this book is specifically to examine a new definition for fractional integrals in terms of the distributions of products and ratios of statistically independently distributed positive scalar random variables or in terms of Mellin convolutions of products and ratios in the case of real scalar variables. The idea will be generalized to cover multivariable cases as well as matrix variable cases. In the matrix variable case, M-convolutions of products and ratios will be used to extend the ideas. We then give a definition for the case of real-valued scalar functions of several matrices.

This is a modified version of Module 10 of the Centre for Mathematical and Statistical Sciences (CMSS). CMSS modules are notes prepared on various topics with many examples from real-life situations and exercises so that the subject matter becomes interesting to students. These modules are used for undergraduate level courses and graduate level training in various topics at CMSS. Aside from Module 8, these modules were developed by Dr. A. M. Mathai, Director of CMSS and Emeritus Professor of Mathematics and Statistics, McGill University, Canada. Module 8 is based on the lecture notes of Professor W. J. Anderson of McGill University, developed for his undergraduate course (Mathematics 447). Professor Dr. Hans J. Haubold has been a research collaborator of Dr. A.M. Mathai’s since 1984, mainly in the areas of astrophysics, special functions and statistical distribution theory. He is also a lifetime member of CMSS and a Professor at CMSS. A large number of papers have been published jointly in these areas since 1984. The following monographs and books have been brought out in conjunction with this joint research: Modern Problems in Nuclear and Neutrino Astrophysics (A.M. Mathai and H.J. Haubold, 1988, Akademie-Verlag, Berlin); Special Functions for Applied Scientists (A.M.Mathai and H.J. Haubold, 2008, Springer, New York); and The H-Function: Theory and Applications (A.M.Mathai, R.K. Saxena and H.J. Haubold, 2010, Springer, New York). These CMSS modules are printed at CMSS Press and published by CMSS. Copies are made available to students free of charge, and to researchers and others at production cost. For the preparation of the initial drafts of all these modules, financial assistance was made available from the Department of Science and Technology, the Government of India (DST), New Delhi under project number SR/S4/MS:287/05. Hence, the authors would like to express their thanks and gratitude to DST, the Government of India, for its financial assistance.

This book concentrates on the topic of evaluation of Jacobians in some specific linear as well as nonlinear matrix transformations, in the real and complex cases, which are widely applied in the statistical, physical, engineering, biological and social sciences. It aims to develop some techniques systematically so that anyone with a little exposure to multivariable calculus can easily follow the steps and understand the various methods by which the Jacobians in complicated matrix transformations are evaluated. The material is developed slowly, with lots of worked examples, aimed at self-study. Some exercises are also given, at the end of each section.The book is a valuable reference for statisticians, engineers, physicists, econometricians, applied mathematicians and people working in many other areas. It can be used for a one-semester graduate level course on Jacobians and functions of matrix argument.

This book focuses on Erdélyi–Kober fractional calculus from a statistical perspective inspired by solar neutrino physics. Results of diffusion entropy analysis and standard deviation analysis of data from the Super-Kamiokande solar neutrino experiment lead to the development of anomalous diffusion and reaction in terms of fractional calculus. The new statistical perspective of Erdélyi–Kober fractional operators outlined in this book will have fundamental applications in the theory of anomalous reaction and diffusion processes dealt with in physics.A major mathematical objective of this book is specifically to examine a new definition for fractional integrals in terms of the distributions of products and ratios of statistically independently distributed positive scalar random variables or in terms of Mellin convolutions of products and ratios in the case of real scalar variables. The idea will be generalized to cover multivariable cases as well as matrix variable cases. In the matrix variable case, M-convolutions of products and ratios will be used to extend the ideas. We then give a definition for the case of real-valued scalar functions of several matrices.