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Sibirskii Matematicheskii Zhurnal, 2012, Volume 53, Number 1, Pages 222–235 (Mi smj2301)  
On surface integrals related to distributions of random matrices

A. S. Shvedov

National Research University "Higher School of Economics", Moscow
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Abstract: We construct the first quadratic form and the volume element of the surface consisting of all positive semidefinite $m\times m$ matrices of rank $r$ with $r$ distinct positive eigenvalues. We give the density function of the singular gamma distribution.
Keywords: first quadratic form, volume element, singular gamma distribution, random matrix.
Received: 14.04.2010
English version:
Siberian Mathematical Journal, 2012, Volume 53, Issue 1, Pages 182–192
DOI: https://doi.org/10.1134/S0037446612010168
Bibliographic databases:
Document Type: Article
UDC: 514.7+517.3+519.2
Language: Russian
Citation: A. S. Shvedov, “On surface integrals related to distributions of random matrices”, Sibirsk. Mat. Zh., 53:1 (2012), 222–235; Siberian Math. J., 53:1 (2012), 182–192
Citation in format AMSBIB
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