A matrix trace inequality and its application (Q5962284): Difference between revisions

This paper answers in the affirmative a question from the first author, namely: given \(X,Y\in M_n(\mathbb{C})^+\), \(p\in\mathbb{R}\), the following inequalities hold: \[ \begin{aligned} \text{Tr}[(I+X+Y+Y^{1/2}XY^{1/2})^p]&\leq\text{Tr}[(I+X+Y+XY)^p],\;\;\;p\geq1, \\ \text{Tr}[(I+X+Y+Y^{1/2}XY^{1/2})^p]&\geq\text{Tr}[(I+X+Y+XY)^p],\;\;\;0\leq p\leq1. \end{aligned} \] The proof uses majorization and its relation with convex/concave functions. The authors then use their result to prove a generalization of the Golden-Thompson inequality to the generalized exponential function \(\exp_\nu(X)=(I+\nu X)^{1/\nu}\).