A characterization of the type of the Cauchy-Hua measure on real symmetric matrices
The Cauchy-Hua probability measure on the set of \(n\times n\) real symmetric matrices is introduced and characterized by its invariance under the symplectic group. This is a continuation of a series of papers by the same authors, where other group structures were used, see e.g. Probability measures on groups VIII, Proc. 8th Conf., Oberwolfach/Ger. 1985, Lect. Notes Math. 1210, 41-57 (1986; Zbl 0615.60002), for an abstract formulation of the problem.
scientific article; zbMATH DE number 4054685