Log-majorization and Lie-Trotter formula for the Cartan barycenter on probability measure spaces

Abstract

We extend Ando-Hiai's log-majorization for the weighted geometric mean of positive definite matrices into that for the Cartan barycenter in the general setting of probability measures on the Riemannian manifold of positive definite matrices equipped with trace metric. The main key is the settlement of the monotonicity problem of the Cartan barycenteric map on the space of probability measures with finite first moment for the stochastic order induced by the cone. We also derive a version of Lie-Trotter formula and related unitarily invariant norm inequalities for the Cartan barycenter as the main application of log-majorization.