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Colin McSwiggen

Publications and source records attributed to Colin McSwiggen.

16 recordsLinked to original sources

The Opdam-Cherednik kernel is the Laplace transform of a positive measure

We prove that the Opdam-Cherednik kernel, also known as the nonsymmetric Opdam hypergeometric function, can be written as the Laplace transform of a positive measure supported on the convex hull of the Weyl group orbit of its argument. As a consequence, the trigonometric Dunkl intertwining operator is positivity preserving. The main ingredient in the proof is a new formula for the Opdam-Cherednik kernel as a degeneration of nonsymmetric Macdonald polynomials. As a further application, we prove majorization inequalities for Macdonald polynomials and Heckman-Opdam hypergeometric functions associated with arbitrary root systems.

math.CA

The Rectangular Finite Free Heat Flow

We define and study the rectangular finite free heat flow, a dynamical system on polynomials that plays the role of the heat equation in the setting of rectangular finite free probability. We show several equivalent characterizations of the evolution (including PDE and gradient flow formulations), establish basic properties of the dynamics, and determine the asymptotic distributions of the polynomial roots in the long-time and high-degree limits. We also discuss connections with Calogero-Moser systems and Dunkl processes, and we show that the rectangular finite free heat flow describes the mean curvature expansion of a family of compact Lie group orbits.

math.PR

Majorization Inequalities from Logarithmic Convexity

Majorization inequalities for symmetric polynomials have interested mathematicians for centuries, from the AM-GM inequality for two variables going back at least to Baudh\={a}yana's \'{S}ulbas\={u}tra and Euclid's Elements in the first millenium BCE, through classical results of Newton, Muirhead and Gantmacher, to more recent extensions to Schur polynomials and zonal spherical functions. These have been established case by case, with no unified approach. Although it is known that majorization inequalities follow from symmetry and convexity in the indexing partition, the difficulty of proving convexity in specific cases has left a number of outstanding conjectures inaccessible until now. The key insight of this paper is that log-convexity provides a more versatile tool and a unifying principle. It implies convexity and hence majorization, and it is preserved under multiplication and weighted averaging, making it well suited to inductive arguments in a wide range of settings. Using this idea, we prove new majorization inequalities for Macdonald polynomials, Jack polynomials and Heckman-Opdam hypergeometric functions, unifying existing results and resolving several open conjectures.

math.CO

Topological Obstructions to Shared Priors

Given a finite collection of probability measures defined on subsets of a measurable space, how can we determine if they are compatible, in the sense that they can be realized as conditional distributions of a single probability measure on the full space? This formulation of the consistency problem for conditional probabilities is significant in Bayesian epistemology and probabilistic reasoning, as it describes the conditions under which a collection of agents can reach agreement by sharing information. We derive a necessary and sufficient condition under which joint compatibility is equivalent to pairwise compatibility. This condition is stated in terms of the cohomology of a simplicial complex constructed from the given probability measures, exposing a novel application of algebraic topology to Bayesian reasoning.

math.PR

On the limiting Horn inequalities

The Horn inequalities characterise the possible spectra of triples of $n$-by-$n$ Hermitian matrices $A+B=C$. We study integral inequalities that arise as limits of Horn inequalities as $n \to \infty$. These inequalities are parametrised by the points of an infinite-dimensional convex body, the asymptotic Horn system $\mathscr{H}[0,1]$, which can be regarded as a topological closure of the countable set of Horn inequalities for all finite $n$. We prove three main results. The first shows that arbitrary points of $\mathscr{H}[0,1]$ can be well approximated by specific sets of finite-dimensional Horn inequalities. Our second main result shows that $\mathscr{H}[0,1]$ has a remarkable self-characterisation property. That is, membership in $\mathscr{H}[0,1]$ is determined by the very inequalities corresponding to the points of $\mathscr{H}[0,1]$ itself. To illuminate this phenomenon, we sketch a general theory of sets that characterise themselves in the sense that they parametrise their own membership criteria, and we consider the question of what further information would be needed in order for this self-characterisation property to determine the Horn inequalities uniquely. Our third main result is a quantitative result on the redundancy of the Horn inequalities in an infinite-dimensional setting. Concretely, the Horn inequalities for finite $n$ are indexed by certain sets $T^n_r$ with $1 \le r \le n-1$; we show that if $(n_k)_{k \ge 1}$ and $(r_k)_{k \ge 1}$ are any sequences such that $(r_k / n_k)_{k \ge 1}$ is a dense subset of $(0,1)$, then the Horn inequalities indexed by the sets $T^{n_k}_{r_k}$ are sufficient to imply all of the others.

math.FA

How Flawed Is ECE? An Analysis via Logit Smoothing

Informally, a model is calibrated if its predictions are correct with a probability that matches the confidence of the prediction. By far the most common method in the literature for measuring calibration is the expected calibration error (ECE). Recent work, however, has pointed out drawbacks of ECE, such as the fact that it is discontinuous in the space of predictors. In this work, we ask: how fundamental are these issues, and what are their impacts on existing results? Towards this end, we completely characterize the discontinuities of ECE with respect to general probability measures on Polish spaces. We then use the nature of these discontinuities to motivate a novel continuous, easily estimated miscalibration metric, which we term Logit-Smoothed ECE (LS-ECE). By comparing the ECE and LS-ECE of pre-trained image classification models, we show in initial experiments that binned ECE closely tracks LS-ECE, indicating that the theoretical pathologies of ECE may be avoidable in practice.

cs.LG

Asymptotics of Generalized Bessel Functions and Weight Multiplicities via Large Deviations of Radial Dunkl Processes

This paper studies the asymptotic behavior of several central objects in Dunkl theory as the dimension of the underlying space grows large. Our starting point is the observation that a recent result from the random matrix theory literature implies a large deviations principle for the hydrodynamic limit of radial Dunkl processes. Using this fact, we prove a variational formula for the large-$N$ asymptotics of generalized Bessel functions, as well as a large deviations principle for the more general family of radial Heckman-Opdam processes. As an application, we prove a theorem on the asymptotic behavior of weight multiplicities of irreducible representations of compact or complex simple Lie algebras in the limit of large rank. The theorems in this paper generalize several known results describing analogous asymptotics for Dyson Brownian motion, spherical matrix integrals, and Kostka numbers.

math.PR

Projections of Orbital Measures and Quantum Marginal Problems

This paper studies projections of uniform random elements of (co)adjoint orbits of compact Lie groups. Such projections generalize several widely studied ensembles in random matrix theory, including the randomized Horn's problem, the randomized Schur's problem, and the orbital corners process. In this general setting, we prove integral formulae for the probability densities, establish some properties of the densities, and discuss connections to multiplicity problems in representation theory as well as to known results in the symplectic geometry literature. As applications, we show a number of results on marginal problems in quantum information theory and also prove an integral formula for restriction multiplicities.

math-ph

Moments of random quantum marginals via Weingarten calculus

The randomized quantum marginal problem asks about the joint distribution of the partial traces ("marginals") of a uniform random Hermitian operator with fixed spectrum acting on a space of tensors. We introduce a new approach to this problem based on studying the mixed moments of the entries of the marginals. For randomized quantum marginal problems that describe systems of distinguishable particles, bosons, or fermions, we prove formulae for these mixed moments, which determine the joint distribution of the marginals completely. Our main tool is Weingarten calculus, which provides a method for computing integrals of polynomial functions with respect to Haar measure on the unitary group. As an application, in the case of two distinguishable particles, we prove some results on the asymptotic behavior of the marginals as the dimension of one or both Hilbert spaces goes to infinity.

math-ph

The Harish-Chandra integral: An introduction with examples

This expository paper introduces the theory of Harish-Chandra integrals, a family of special functions that express the integral of an exponential function over the adjoint orbits of a compact Lie group. Originally studied in the context of harmonic analysis on Lie algebras, Harish-Chandra integrals now have diverse applications in many areas of mathematics and physics. We review a number of these applications, present several different proofs of Harish-Chandra's celebrated exact formula for the integrals, and give detailed derivations of the specific integral formulae for all compact classical groups. These notes are intended for mathematicians and physicists who are familiar with the basics of Lie groups and Lie algebras but who may not be specialists in representation theory or harmonic analysis.

math-ph

Majorization and Spherical Functions

Majorization is a partial order on real vectors which plays an important role in a variety of subjects, ranging from algebra and combinatorics to probability and statistics. In this paper, we consider a generalized notion of majorization associated to an arbitrary root system $Φ,$ and show that it admits a natural characterization in terms of the values of spherical functions on any Riemannian symmetric space with restricted root system $Φ.$

math.RT

Box splines, tensor product multiplicities and the volume function

We study the relationship between the tensor product multiplicities of a compact semisimple Lie algebra $\mathfrak{g}$ and a special function $\mathcal{J}$ associated to $\mathfrak{g}$, called the volume function. The volume function arises in connection with the randomized Horn's problem in random matrix theory and has a related significance in symplectic geometry. Building on box spline deconvolution formulae of Dahmen-Micchelli and De Concini-Procesi-Vergne, we develop new techniques for computing the multiplicities from $\mathcal{J}$, answering a question posed by Coquereaux and Zuber. In particular, we derive an explicit algebraic formula for a large class of Littlewood-Richardson coefficients in terms of $\mathcal{J}$. We also give analogous results for weight multiplicities, and we show a number of further identities relating the tensor product multiplicities, the volume function and the box spline. To illustrate these ideas, we give new proofs of some known theorems.

math.CO

A new proof of Harish-Chandra's integral formula

We present a new proof of Harish-Chandra's formula $$Π(h_1) Π(h_2) \int_G e^{\langle \mathrm{Ad}_g h_1, h_2 \rangle} dg = \frac{ [ \! [ Π, Π] \!] }{|W|} \sum_{w \in W} ε(w) e^{\langle w(h_1),h_2 \rangle},$$ where $G$ is a compact, connected, semisimple Lie group, $dg$ is normalized Haar measure, $h_1$ and $h_2$ lie in a Cartan subalgebra of the complexified Lie algebra, $Π$ is the discriminant, $\langle \cdot, \cdot \rangle$ is the Killing form, $[ \! [ \cdot, \cdot ] \!]$ is an inner product that extends the Killing form to polynomials, $W$ is a Weyl group, and $ε(w)$ is the sign of $w \in W$. The proof in this paper follows from a relationship between heat flow on a semisimple Lie algebra and heat flow on a Cartan subalgebra, extending methods developed by Itzykson and Zuber for the case of an integral over the unitary group $U(N)$. The heat-flow proof allows a systematic approach to studying the asymptotics of orbital integrals over a wide class of groups.

math-ph

On Horn's Problem and its Volume Function

We consider an extended version of Horn's problem: given two orbits $\mathcal{O}_α$ and $\mathcal{O}_β$ of a linear representation of a compact Lie group, let $A\in \mathcal{O}_α$, $B\in \mathcal{O}_β$ be independent and invariantly distributed random elements of the two orbits. The problem is to describe the probability distribution of the orbit of the sum $A+B$. We study in particular the familiar case of coadjoint orbits, and also the orbits of self-adjoint real, complex and quaternionic matrices under the conjugation actions of $\mathrm{SO}(n)$, $\mathrm{SU}(n)$ and $\mathrm{USp}(n)$ respectively. The probability density can be expressed in terms of a function that we call the volume function. In this paper, (i) we relate this function to the symplectic or Riemannian geometry of the orbits, depending on the case; (ii) we discuss its non-analyticities and possible vanishing; (iii) in the coadjoint case, we study its relation to tensor product multiplicities (generalized Littlewood--Richardson coefficients) and show that it computes the volume of a family of convex polytopes introduced by Berenstein and Zelevinsky. These considerations are illustrated by a detailed study of the volume function for the coadjoint orbits of $B_2=\mathfrak{so}(5)$.

math-ph

Revisiting Horn's Problem

We review recent progress on Horn's problem, which asks for a description of the possible eigenspectra of the sum of two matrices with known eigenvalues. After revisiting the classical case, we consider several generalizations in which the space of matrices under study carries an action of a compact Lie group, and the goal is to describe an associated probability measure on the space of orbits. We review some recent results about the problem of computing the probability density via orbital integrals and about the locus of singularities of the density. We discuss some relations with representation theory, combinatorics, pictographs and symmetric polynomials, and we also include some novel remarks in connection with Schur's problem.

math-ph

Visualizing the "Heartbeat" of a City with Tweets

Describing the dynamics of a city is a crucial step to both understanding the human activity in urban environments and to planning and designing cities accordingly. Here we describe the collective dynamics of New York City and surrounding areas as seen through the lens of Twitter usage. In particular, we observe and quantify the patterns that emerge naturally from the hourly activities in different areas of New York City, and discuss how they can be used to understand the urban areas. Using a dataset that includes more than 6 million geolocated Twitter messages we construct a movie of the geographic density of tweets. We observe the diurnal "heartbeat" of the NYC area. The largest scale dynamics are the waking and sleeping cycle and commuting from residential communities to office areas in Manhattan. Hourly dynamics reflect the interplay of commuting, work and leisure, including whether people are preoccupied with other activities or actively using Twitter. Differences between weekday and weekend dynamics point to changes in when people wake and sleep, and engage in social activities. We show that by measuring the average distances to the heart of the city one can quantify the weekly differences and the shift in behavior during weekends. We also identify locations and times of high Twitter activity that occur because of specific activities. These include early morning high levels of traffic as people arrive and wait at air transportation hubs, and on Sunday at the Meadowlands Sports Complex and Statue of Liberty. We analyze the role of particular individuals where they have large impacts on overall Twitter activity. Our analysis points to the opportunity to develop insight into both geographic social dynamics and attention through social media analysis.

physics.soc-ph