Log-majorizations for the (symplectic) eigenvalues of the Cartan barycenter

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Publication:1642004

DOI10.1016/J.LAA.2018.04.029zbMATH Open1391.15065arXiv1710.00494OpenAlexW2963123155WikidataQ129883426 ScholiaQ129883426MaRDI QIDQ1642004FDOQ1642004

Yongdo Lim, Fumio Hiai

Publication date: 20 June 2018

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: In this paper we show that the eigenvalue map and the symplectic eigenvalue map of positive definite matrices are Lipschitz for the Cartan-Hadamard Riemannian metric, and establish log-majorizations for the (symplectic) eigenvalues of the Cartan barycenter of integrable probability Borel measures. This leads a version of Jensen's inequality for geometric integrals of matrix-valued integrable random variables.


Full work available at URL: https://arxiv.org/abs/1710.00494




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