A generating function for averages over the orthogonal group
1955 ◽
Vol 229
(1178)
◽
pp. 367-375
◽
Keyword(s):
The integral, ∫ H exp ( tr H ′ X ) d V ( H ) , over the group H of orthogonal matrices with respect to the invariant measure V ( H ), is obtained. X is an n × n matrix, and H an n × n orthogonal matrix. Various applications of it are discussed, namely, to the non-central Wishart distribution and as a generating function for the integrals and averages of polynomials over the orthogonal group.
2016 ◽
Vol III-7
◽
pp. 103-110
2000 ◽
Vol 62
(2)
◽
pp. 227-234
◽
Keyword(s):
1955 ◽
Vol 233
(1192)
◽
pp. 126-146
◽
Keyword(s):
Keyword(s):
Keyword(s):
1955 ◽
Vol 229
(1178)
◽
pp. 364-366
◽
1951 ◽
Vol 47
(2)
◽
pp. 286-298
◽
1948 ◽
Vol 44
(2)
◽
pp. 295-297
◽
Keyword(s):
Keyword(s):
1974 ◽
Vol 10
(2)
◽
pp. 413-424
◽