ON SELBERG-TYPE SQUARE MATRICES INTEGRALS

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.

Keywords

• Selberg-Type integrals
• Real normed division algebras
• Kummer-beta distribution
• Random matrix