Intrinsic volumes of symmetric cones
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Publication:6232883
arXiv1205.1863MaRDI QIDQ6232883FDOQ6232883
Dennis Amelunxen, Peter Bürgisser
Publication date: 8 May 2012
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.
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)
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