Gaussian distributions on the space of symmetric positive definite matrices from Souriau's Gibbs state for Siegel domains by coadjoint orbit and moment map (Q2117857)

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Gaussian distributions on the space of symmetric positive definite matrices from Souriau's Gibbs state for Siegel domains by coadjoint orbit and moment map
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    Gaussian distributions on the space of symmetric positive definite matrices from Souriau's Gibbs state for Siegel domains by coadjoint orbit and moment map (English)
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    22 March 2022
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    symmetric positive definite matrices
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    Lie groups thermodynamics
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    symplectic geometry
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    maximum entropy
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    exponential density family
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