I want to interpret an ntimesn matrix D as a set of pairwise distances, and assume that D obeys metric properties. Namely, Dii=0, Dijgeq0, Dij=Dji and DijleqDik+Dkj for all 1leqi,j,kleqn. For convenience, let bigtriangleupn denote the set of such matrices.
Now, I need to integrate some "simple" functions over this set. The simplest would be an exponential. Namely, I want to compute something like intbigtriangleupnexpleft[−lambdasumni=1sumnj=i+1Dijright]dD.
I've been able to work this out for the simplest nontrivial case: namely n=3. But for higher n, my brute force way of calculation gets really ugly. The approach I've been taking is to basically first integrate over D11,D12,D13,...,D1n, all of which have no constraints... then integrate over D23 which is just a definite integral from |D12−D23| to D12+D23 of exp[−lambdaD13] and then, in the general case, integrating over Dij becomes the definite integral from maxkneqi,j|Dik−Djk| to minkneqi,jDik+Djk, but this is the point at which I get stuck, because these things becomes nasty quite quickly (even for just n=4).
At the end of the day, I've love to be able to integrate more complex functions, like a chi-square type function rather than an exponential type function, but the exponential is the most trivial case that is interesting...
To be precise, I'm looking for a closed form evaluation of the integral above, preferably with some derivation that will help me work out more complex examples.
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