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Article

On surface integrals related to distributions of random matrices

Siberian Mathematical Journal. 2012. Vol. 53. No. 1. P. 182-192.
Shvedov A. S.
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.