Related papers: Revisiting Horn's Problem
Horn's problem -- to find the support of the spectrum of eigenvalues of the sum $C=A+B$ of two $n$ by $n$ Hermitian matrices whose eigenvalues are known -- has been solved by Knutson and Tao. Here the probability distribution function (PDF)…
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…
Identifying the spectrum of the sum of two given Hermitian matrices with fixed eigenvalues is the famous Horn's problem.In this note, we investigate a variant of Horn's problem, i.e., we identify the probability density function (abbr. pdf)…
Horn's problem, i.e., the study of the eigenvalues of the sum $C=A+B$ of two matrices, given the spectrum of $A$ and of $B$, is re-examined, comparing the case of real symmetric, complex Hermitian and self-dual quaternionic $3\times 3$…
Horn's problem was the following: given two Hermitian matrices with known spectra, what might be the eigenvalue spectrum of the sum? This linear algebra problem is exactly of the sort to be approached with the methods of modern Hamiltonian…
We consider an extended version of Horn's problem: given two orbits $\mathcal{O}_\alpha$ and $\mathcal{O}_\beta$ of a linear representation of a compact Lie group, let $A\in \mathcal{O}_\alpha$, $B\in \mathcal{O}_\beta$ be independent and…
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…
The problem of determining the set of possible eigenvalues of 3 Hermitian matrices that sum up to zero is known as the Horn problem. The answer is a polyhedral cone, which, following Knutson and Tao, can be described as the projection of a…
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…
In this paper, we give a symplectic proof of the Horn inequalities on eigenvalues of a sum of two Hermitian matrices with given spectra. Our method is a combination of tropical calculus for matrix eigenvalues, combinatorics of planar…
A connection between representation of compact groups and some invariant ensembles of Hermitian matrices is described. We focus on two types of invariant ensembles which extend the Gaussian and the Laguerre Unitary ensembles. We study them…
We consider the eigenvalue problem and the associated intersection theory of homogenous spaces for the symplectic and odd orthogonal groups. We solve the Horn and saturation problems for these classical groups.
The multiplicative multiple Horn problem is asking to determine possible singular values of the combinations $AB, BC$ and $ABC$ for a triple of invertible matrices $A,B,C$ with given singular values. There are similar problems for…
Finding eigenvalue distributions for a number of sparse random matrix ensembles can be reduced to solving nonlinear integral equations of the Hammerstein type. While a systematic mathematical theory of such equations exists, it has not been…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…
It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…
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 analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…