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On Selberg-Type Square Matrices Integrals

Published 26 Jul 2012 in math.ST and stat.TH | (1207.6184v2)

Abstract: In this paper we consider Selberg-type square matrices integrals with focus on Kummer-beta types I & II integrals. For generality of the results for real normed division algebras, the generalized matrix variate Kummer-beta types I & II are defined under the abstract algebra. Then Selberg-type integrals are calculated under orthogonal transformations.

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