Related papers: Horn's problem and Harish-Chandra's integrals. Pro…
The randomised Horn problem, in both its additive and multiplicative version, has recently drawn increasing interest. Especially, closed analytical results have been found for the rank-1 perturbation of sums of Hermitian matrices and…
The distribution of the eigenvalues of a Hermitian matrix (or of a Hermitian matrix pencil) reveals important features of the underlying problem, whether a Hamiltonian system in physics, or a social network in behavioral sciences. However,…
We first describe a system of inequalities (Horn's inequalities) that characterize eigenvalues of sums of Hermitian matrices. When we apply this system for integral Hermitian matrices, one can directly test it by using Littlewood-Richardson…
Consider real symmetric, complex Hermitian Toeplitz and real symmetric Hankel band matrix models, where the bandwidth $b_{N}\ra \iy$ but $b_{N}/N \to b$, $b\in [0,1]$ as $N\to \infty$. We prove that the distributions of eigenvalues converge…
Horn's conjecture, which given the spectra of two Hermitian matrices describes the possible spectra of the sum, was recently settled in the affirmative. In this survey we discuss one of the many steps in this, which required us to introduce…
Let $A$ and $B$ be two $N$ by $N$ deterministic Hermitian matrices and let $U$ be an $N$ by $N$ Haar distributed unitary matrix. It is well known that the spectral distribution of the sum $H=A+UBU^*$ converges weakly to the free additive…
We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…
A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…
The Schur-Horn theorem is a well-known result that characterizes the relationship between the diagonal elements and eigenvalues of a symmetric (Hermitian) matrix. In this paper, we extend this theorem by exploring the eigenvalue…
Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…
We determine the possible eigenvalues of compact selfadjoint operators A,B,C... with the property that A=B+C+... When all these operators are positive, the eigenvalues were known to be subject to certain inequalities which extend Horn's…
We consider $n\times n$ real symmetric and hermitian random matrices $H_{n,m}$ equals the sum of a non-random matrix $H_{n}^{(0)}$ matrix and the sum of $m$ rank-one matrices determined by $m$ i.i.d. isotropic random vectors with…
The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this…
By using a real matrix translation, we propose a coupled eigenvalue problem for octonionic operators. In view of possible applications in quantum mechanics, we also discuss the hermiticity of such operators. Previous difficulties in…
The still-unsolved problem of determining the set of eigenvalues realized by $n$-by-$n$ doubly stochastic matrices, those matrices with row sums and column sums equal to $1$, has attracted much attention in the last century. This problem is…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
This paper studies projections of uniform random elements of (co)adjoint orbits of compact Lie groups. Such projections generalize several widely studied ensembles in random matrix theory, including the randomized Horn's problem, the…
In this paper, we highlight the role played by orthogonal and symplectic Harish-Chandra integrals in the study of real-valued matrix product ensembles. By making use of these integrals and the matrix-valued Fourier-Laplace transform, we…
Cooperative spectrum sensing based on the limiting eigenvalue ratio of the covariance matrix offers superior detection performance and overcomes the noise uncertainty problem. While an exact expression exists, it is complex and multiple…
We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…