English

Co-rank 1 projections and the randomised Horn problem

Mathematical Physics 2020-06-03 v3 math.MP

Abstract

Let x^\hat{\boldsymbol x} be a normalised standard complex Gaussian vector, and project an Hermitian matrix AA onto the hyperplane orthogonal to x^\hat{\boldsymbol x}. 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 A+bx^x^A + b \hat{\boldsymbol x} \hat{\boldsymbol x}^\dagger, 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 x^\hat{\boldsymbol x} is a real Gaussian and AA Hermitian, and also in a multiplicative setting AUBUA U B U^\dagger where A,BA, B are fixed unitary matrices with BB a multiplicative rank 1 deviation from unity, and UU 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

R2 v1 2026-06-23T09:05:20.916Z