The function exp -p Trace 2A as a Laplace transform on symmetric matrices
Hommage à P. A. Meyer et J. Neveu, Astérisque, no. 236 (1996), pp. 199-213. 
@incollection{AST_1996__236__199_0,
     author = {Letac, G.},
     title = {The function $\mathrm{exp} \left[ -p \, \mathrm{Trace} \sqrt{2A} \right]$ as a {Laplace} transform on symmetric matrices},
     booktitle = {Hommage \`a P. A. Meyer et J. Neveu},
     series = {Ast\'erisque},
     pages = {199--213},
     publisher = {Soci\'et\'e math\'ematique de France},
     number = {236},
     year = {1996},
     mrnumber = {1417984},
     zbl = {0857.44001},
     language = {en},
     url = {http://www.numdam.org/item/AST_1996__236__199_0/}
}
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Letac, G. The function $\mathrm{exp} \left[ -p \, \mathrm{Trace} \sqrt{2A} \right]$ as a Laplace transform on symmetric matrices, dans Hommage à P. A. Meyer et J. Neveu, Astérisque, no. 236 (1996), pp. 199-213. http://www.numdam.org/item/AST_1996__236__199_0/

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