Log-majorizations for the (symplectic) eigenvalues of the Cartan barycenter
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math.PR
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symplecticbarycentercartaneigenvalueeigenvaluesintegrablelog-majorizationsborel
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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.
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Cited by 1 Pith paper
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On generalization of Williamson's theorem to real symmetric matrices
Generalizes Williamson's theorem to real symmetric matrices allowing arbitrary real symplectic eigenvalues, with explicit constructions and perturbation bounds for the class EigSpSm(2n).
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