A variant of Horn's problem and the derivative principle (Q2332418): Difference between revisions

A conjectural eigenvalues characterization of a Hermitian matrix \(C=A+B\) in terms of linear inequalities in eigenvalues of Hermitian matrices \(A\) and \(B\) was given by \textit{A. Horn} [Pac. J. Math. 12, 225--241 (1962; Zbl 0112.01501)]. The conjecture was answered affirmative by \textit{A. Knutson} and \textit{T. Tao} [J. Am. Math. Soc. 12, No. 4, 1055--1090 (1999; Zbl 0944.05097)] in 1999. In this paper, the authors study a variant of Horn's problem using a derivative principle. More precisely, they obtain the joint probability density function of the diagonal entries of \(C=A+B\) for random matrices \(A,B\). The formula has been simplified by applying a determinant equality. The derivative principle offers a connection between the joint distribution of a random matrix and the joint distribution of its diagonal elements. This connection is applied to re-derive the joint probability density function of \(C=A+B\) for random Hermitian matrices \(A,B\). The authors then restrict the attention to random Hermitian matrices from GUE ensemble which is the class of matrices generated by the real part of standard complex Gaussian random matrices. The probability density function of the sum of \(k\) random matrices is given. Connections of these results with a trace inequality of exponentials of Hermitian matrices, known as the Golden-Thompson inequality, are studied. An asymptotic form on the ratio between expectations of trace of exponentials on Hermitian matrices is derived. This provides evidence for an open question asked by \textit{P. J. Forrester} and \textit{C. J. Thompson} [J. Math. Phys. 55, No. 2, 023503, 12 p. (2014; Zbl 1308.15018)]. Examples of \(2\times 2\) random Hermitian matrices are presented to illustrate the results. Moreover, the authors suggest two applications of the results in quantum information theory. In particular, the results are applied to obtain an explicit expression on the uniform average quantum Jensen-Shannon divergence and average coherence of uniform mixture of two unitary orbits in a two-dimensional space.