Intrinsic volumes of symmetric cones

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Publication:6232883

MaRDI QIDQ6232883FDOQ6232883


Authors: Dennis Amelunxen, Peter Bürgisser Edit this on Wikidata

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.













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