Home Rayleigh theorem, projection of orbital measures and spline functions
Article
Licensed
Unlicensed Requires Authentication

Rayleigh theorem, projection of orbital measures and spline functions

  • Jacques Faraut EMAIL logo
Published/Copyright: July 10, 2015

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

Downloaded on 4.10.2025 from https://www.degruyterbrill.com/document/doi/10.1515/apam-2015-5012/html?lang=en
Scroll to top button