Re: [math-fun] Galileo and the cycloid

On Wed, Nov 21, 2012 at 9:14 PM, Dan Asimov <dasimov@earthlink.net> wrote:

Homework question: Is there a more-or-less obvious unique natural probability measure on the space of NxN complex Hermitian matrices?

There's a canonical left-translation-invariant measure, up to a constant factor, on any topological group, called Haar measure. For a compact Lie group, it's also right translation invariant, and the measure of the whole group is finite, so you can normalize to make the measure of the whole group 1. Andy