Abstract
We consider a random matrix X uniformly distributed on an orbit for the action of the orthogonal group on the space of real symmetric matrices or of the unitary group on the space of Hermitian matrices. The problem is to evaluate the distribution of the eigenvalues of a compression of X. We give a survey about this question and present some new results. Baryshnikov's formula and Olshanski's determinantal formula are revisited, and a Markov–Krein type formula is established.
Received: 2014-11-13
Revised: 2015-4-8
Accepted: 2015-4-8
Published Online: 2015-7-10
Published in Print: 2015-10-1
© 2015 by De Gruyter
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Articles in the same Issue
- Frontmatter
- Geometric and harmonic analysis on homogeneous spaces and applications: Hammamet, December 2013
- Some questions related to the Bergman projection in symmetric domains
- Some uncertainty principles for diamond Lie groups
- Uncertainty principles and characterization of the heat kernel for certain differential-reflection operators
- Topology on the unitary dual of completely solvable Lie groups
- Rayleigh theorem, projection of orbital measures and spline functions
Articles in the same Issue
- Frontmatter
- Geometric and harmonic analysis on homogeneous spaces and applications: Hammamet, December 2013
- Some questions related to the Bergman projection in symmetric domains
- Some uncertainty principles for diamond Lie groups
- Uncertainty principles and characterization of the heat kernel for certain differential-reflection operators
- Topology on the unitary dual of completely solvable Lie groups
- Rayleigh theorem, projection of orbital measures and spline functions