Jacobians of certain transformations of singular matrices
Volume 36 / 2009
Applicationes Mathematicae 36 (2009), 241-249
MSC: 62H99, 62E15, 15A52, 15A09.
DOI: 10.4064/am36-2-10
Abstract
In this study various Jacobians of transformations of singular random matrices are found. An alternative proof of Uhlig's first conjecture (Uhlig (1994)) is proposed. Furthermore, we propose various extensions of this conjecture under different singularities. Finally, an application of the theory of singular distributions is discussed.