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On surface integrals related to distributions of random matrices |
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| Authors: | A. S. Shvedov |
| Affiliation: | 1.Higher School of Economics,National Research University,Moscow,Russia |
| Abstract: | We construct the first quadratic form and the volume element of the surface consisting of all positive semidefinite m × m matrices of rank r with r distinct positive eigenvalues. We give the density function of the singular gamma distribution. |
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