Article ID Journal Published Year Pages File Type
8897773 Linear Algebra and its Applications 2018 16 Pages PDF
Abstract
In this paper we show that the eigenvalue map and the symplectic eigenvalue map of positive definite matrices are Lipschitz for the Cartan-Hadamard Riemannian metric, and establish log-majorizations for the (symplectic) eigenvalues of the Cartan barycenter of integrable probability Borel measures. This leads a version of Jensen's inequality for geometric integrals of matrix-valued integrable random variables.
Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
Authors
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