English

Horn's problem and Harish-Chandra's integrals. Probability density functions

Mathematical Physics 2018-09-13 v5 math.MP

Abstract

Horn's problem -- to find the support of the spectrum of eigenvalues of the sum C=A+BC=A+B of two nn by nn Hermitian matrices whose eigenvalues are known -- has been solved by Knutson and Tao. Here the probability distribution function (PDF) of the eigenvalues of CC is explicitly computed for low values of nn, for AA and BB uniformly and independently distributed on their orbit, and confronted to numerical experiments. Similar considerations apply to skew-symmetric and symmetric real matrices under the action of the orthogonal group. In the latter case, where no analytic formula is known in general and we rely on numerical experiments, curious patterns of enhancement appear.

Keywords

Cite

@article{arxiv.1705.01186,
  title  = {Horn's problem and Harish-Chandra's integrals. Probability density functions},
  author = {Jean-Bernard Zuber},
  journal= {arXiv preprint arXiv:1705.01186},
  year   = {2018}
}

Comments

24 pages, 9 figures. Minor typos corrected

R2 v1 2026-06-22T19:34:57.382Z