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I would like compute the following $$I_{t,x,y} = \int_{\mathbb S^2} e^{-i\left<t,\omega\right>} \, e^{-i\left< A(\omega)x,y\right>} \, d\sigma(\omega); $$ where $\mathbb S^2$ is the two-...

Let us call a measure $\mu$ on the Borel $\sigma$-algebra $\mathfrak{B}_{(0,\infty)}$ of subsets of $(0,\infty)$ a reciprocal gamma measure if it is absolutely continuous with respect to the Lebesgue ...