Corank-1 projections and the randomised Horn problem

DOI10.2140/TUNIS.2021.3.55zbMATH Open1448.15045arXiv1905.05314OpenAlexW2945466008MaRDI QIDQ776176FDOQ776176

Authors: Jiyuan Zhang, Peter J. Forrester 

Publication date: 30 June 2020

Published in: Tunisian Journal of Mathematics (Search for Journal in Brave)

Abstract: Let $$ be a normalised standard complex Gaussian vector, and project an Hermitian matrix $A$ onto the hyperplane orthogonal to $$. In a recent paper Faraut [Tunisian J. Math. extbf{1} (2019), 585--606] has observed that the corresponding eigenvalue PDF has an almost identical structure to the eigenvalue PDF for the rank 1 perturbation $$, and asks for an explanation. We provide this by way of a common derivation involving the secular equations and associated Jacobians. This applies too in related setting, for example when $$ is a real Gaussian and $A$ Hermitian, and also in a multiplicative setting $AUB{U}^{d}agger$ where $A,B$ are fixed unitary matrices with $B$ a multiplicative rank 1 deviation from unity, and $U$ is a Haar distributed unitary matrix. Specifically, in each case there is a dual eigenvalue problem giving rise to a PDF of almost identical structure.

Full work available at URL: https://arxiv.org/abs/1905.05314

Recommendations

• Harmonic analysis for rank-1 randomised Horn problems
• Horn's problem and Harish-Chandra's integrals. Probability density functions
• A variant of Horn's problem and the derivative principle
• Horn's problem and Fourier analysis
• Revisiting Horn's problem

zbMATH Keywords

eigenvaluesprobability density functionHaar measureHorn problemHaris-Chandra-Itzykson-Zuber integralrandom matrix sum

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (probabilistic aspects) (60B20)

Cites Work

• The planar approximation. II
• Differential Operators on a Semisimple Lie Algebra
• Eigenvalues of sums of Hermitian matrices
• Peano kernel and orbital integrals
• Projections of orbital measures, Gelfand-Tsetlin polytopes, and splines
• Rayleigh theorem, projection of orbital measures and spline functions
• Projections of orbits and asymptotic behavior of multiplicities for compact connected Lie groups
• Orbit measures, random matrix theory and interlaced determinantal processes
• Interpretations of some parameter dependent generalizations of classical matrix ensembles
• A trivariate chi-squared distribution derived from the complex Wishart distribution
• Sums of adjoint orbits
• On the distribution of the spectrum of the sum of two Hermitian or real symmetric matrices
• Spherical functions approach to sums of random Hermitian matrices
• Linear Algebra to Quantum Cohomology: The Story of Alfred Horn's Inequalities
• The probability content of cones in isotropic random fields
• Horn's problem and Harish-Chandra's integrals. Probability density functions
• Horn's problem and Fourier analysis
• Products of random matrices from polynomial ensembles
• A variant of Horn's problem and the derivative principle
• The Horn problem for real symmetric and quaternionic self-dual matrices
• Hurwitz and the origins of random matrix theory in mathematics
• Title not available (Why is that?)
• Exact relation between singular value and eigenvalue statistics
• Invariant measure on sums of symmetric 3*3 matrices with specified eigenvalues
• A revisit of the distribution of linear combinations of Dirichlet components
• Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles

Cited In (8)

• A variant of Horn's problem and the derivative principle
• Jacobians and rank 1 perturbations relating to unitary Hessenberg matrices
• Large deviation principles via spherical integrals
• Harmonic analysis for rank-1 randomised Horn problems
• Hard edge statistics of products of Pólya ensembles and shifted GUE's
• Derivative principles for invariant ensembles
• Projections of orbital measures and quantum marginal problems
• Horn's problem and Harish-Chandra's integrals. Probability density functions

This page was built for publication: Corank-1 projections and the randomised Horn problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q776176)