Intrinsic volumes of symmetric cones

Authors Dennis Amelunxen, Peter Bürgisser

Publication date 8 May 2012

Geometric probability and stochastic geometry (60D05) Semidefinite programming (90C22) Positive matrices and their generalizations; cones of matrices (15B48) Integral geometry (53C65) Spherical and hyperbolic convexity (52A55)

Abstract: We compute the intrinsic volumes of the cone of positive semidefinite matrices over the real numbers, over the complex numbers, and over the quaternions, in terms of integrals related to Mehta's integral. Several applications for the probabilistic analysis of semidefinite programming are given.

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