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Matrix extensions of Liouville-Dirichlet-type integrals
Authors:Ingram Olkin
Institution:Department of Statistics Stanford University Stanford, California 94305 USA
Abstract:The Dirichlet integral provides a formula for the volume over the k-dimensional simplex ω={x1,…,xk: xi?0, i=1,…,k, s?∑k1xi?T}. This integral was extended by Liouville. The present paper provides a matrix analog where now the region becomes Ω={V1,…,Vk: Vi>0, i=1,…,k, 0?∑Vi?t}, where now each Vi is a p×p symmetric matrix and A?B means that A?B is positive semidefinite.
Keywords:
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