Corank-1 projections and the randomised Horn problem

DOI10.2140/TUNIS.2021.3.55MaRDI QIDQ776176zbMATH OpenOpenAlexFDO

Authors Jiyuan Zhang, Peter J. Forrester

Publication date 30 June 2020

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

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

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)

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.

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

Cites work

• scientific article; zbMATH DE number 5856461 (Why is no real title available?)
• A revisit of the distribution of linear combinations of Dirichlet components
• A trivariate chi-squared distribution derived from the complex Wishart distribution
• A variant of Horn's problem and the derivative principle
• Differential Operators on a Semisimple Lie Algebra
• Eigenvalues of sums of Hermitian matrices
• Exact relation between singular value and eigenvalue statistics
• Horn's problem and Fourier analysis
• Horn's problem and Harish-Chandra's integrals. Probability density functions
• Hurwitz and the origins of random matrix theory in mathematics
• Interpretations of some parameter dependent generalizations of classical matrix ensembles
• Invariant measure on sums of symmetric 3*3 matrices with specified eigenvalues
• Linear Algebra to Quantum Cohomology: The Story of Alfred Horn's Inequalities
• On the distribution of the spectrum of the sum of two Hermitian or real symmetric matrices
• Orbit measures, random matrix theory and interlaced determinantal processes
• Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles
• Peano kernel and orbital integrals
• Products of random matrices from polynomial ensembles
• Projections of orbital measures, Gelfand-Tsetlin polytopes, and splines
• Projections of orbits and asymptotic behavior of multiplicities for compact connected Lie groups
• Rayleigh theorem, projection of orbital measures and spline functions
• Spherical functions approach to sums of random Hermitian matrices
• Sums of adjoint orbits
• The Horn problem for real symmetric and quaternionic self-dual matrices
• The planar approximation. II
• The probability content of cones in isotropic random fields

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)