Ordered-cone substitution by products and ratios

ID: ordered-cone-substitution-by-products-and-ratios

On , , , this change of variables is a bijection onto . Its inverse is , , , and its forward Jacobian determinant is . Thus . Passing to increments then maps the ordered cone to the positive octant, turning an exponential with linear exponent into a product of three one-dimensional integrals.

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