Co-rank 1 projections and the randomised Horn problem
Abstract
Let be a normalised standard complex Gaussian vector, and project an Hermitian matrix onto the hyperplane orthogonal to . In a recent paper Faraut [Tunisian J. Math. \textbf{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 Hermitian, and also in a multiplicative setting where are fixed unitary matrices with a multiplicative rank 1 deviation from unity, and 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.
Cite
@article{arxiv.1905.05314,
title = {Co-rank 1 projections and the randomised Horn problem},
author = {Peter J. Forrester and Jiyuan Zhang},
journal= {arXiv preprint arXiv:1905.05314},
year = {2020}
}
Comments
16 pages; V2 minor corrections; similarly V3