A characterization of the type of the Cauchy-Hua measure on real symmetric matrices |
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| Authors: | Jean-Louis Dunau Henri Senateur |
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| Affiliation: | (1) Laboratoire de Statistique et Probabilités, U.A.-C.N.R.S. No. 745 Université Paul Sabatier, Toulouse, France;(2) Institut National des Sciences Appliquées, Toulouse |
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| Abstract: | The Cauchy-Hua measure is the probability on the set ofn×n real symmetric matrices of densitys  Cn/det(I + s2)(n + 1)/2. For any probability measure  on the set ofn×n real symmetric matrices, we define (if verifies an additional condition) the image of by a 2n×2n real symplectic matrix, and we introduce the type of . Then, the type of the Cauchy-Hua measure is characterized from its invariance by the symplectic group. |
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| Keywords: | The Cauchy-Hua measure symmetric matrix symplectic group |
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