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A new Newton-type inequality and the concavity of a class of k-trace functions

Abstract

In this paper, we prove a new Newton-type inequality that generalizes Newton's inequality. With this new inequality, we prove the concavity of a class of kk-trace functions, AlnTrk[exp(H+lnA)]A\mapsto \ln \mathrm{Tr}_k[\exp(H+\ln A)], on the convex cone of all positive definite matrices. Trk[A]\mathrm{Tr}_k[A] denotes the kthk_{\mathrm{th}} elementary symmetric polynomial of the eigenvalues of AA. As an application, we use the concavity of these kk-trace functions to derive expectation estimates on the sum of the kk largest (or smallest) eigenvalues of sum of random matrices.

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