Hideyuki Ishi - Analysis on homogeneous cones and beyond
Channel: Centre Henri Lebesgue
Date: 2016-03-27

The set of positive definite real symmetric matrices is a typical example of homogeneous cone. Because of its rich symmetry, a lot of beautiful integral formulas hold over the homogeneous cone. And recently, statisticians find that some of the formulas are valid even for non-homogeneous cones.

For more details see
http://www.lebesgue.fr/video/5min/ishi