Integral representation of quaternion elliptical density and its applications

Abstract

In this paper, an integral representation for the density of a matrix variate quaternion elliptical distribution is proposed. To this end, a weight func- tion is used, based on the inverse Laplace transform of a function of a Hermitian quaternion matrix. Examples of well-known members of the family of quaternion elliptical distributions are given as well as their respective weight functions. It is shown that under some conditions, the proposed formula can be applied for the scale mixture of quaternion normal models. Applications of the proposed method are also given.