The Golden-Thompson inequality: Historical aspects and random matrix applications
- Department of Mathematics and Statistics, The University of Melbourne, Victoria 3010 (Australia)
The Golden-Thompson inequality, Tr (e{sup A+B}) ⩽ Tr (e{sup A}e{sup B}) for A, B Hermitian matrices, appeared in independent works by Golden and Thompson published in 1965. Both of these were motivated by considerations in statistical mechanics. In recent years the Golden-Thompson inequality has found applications to random matrix theory. In this article, we detail some historical aspects relating to Thompson's work, giving in particular a hitherto unpublished proof due to Dyson, and correspondence with Pólya. We show too how the 2 × 2 case relates to hyperbolic geometry, and how the original inequality holds true with the trace operation replaced by any unitarily invariant norm. In relation to the random matrix applications, we review its use in the derivation of concentration type lemmas for sums of random matrices due to Ahlswede-Winter, and Oliveira, generalizing various classical results.
- OSTI ID:
- 22251566
- Journal Information:
- Journal of Mathematical Physics, Vol. 55, Issue 2; Other Information: (c) 2014 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA); ISSN 0022-2488
- Country of Publication:
- United States
- Language:
- English
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