Asymptotics of the Inertia Moments and the Variance Conjecture in Schatten Balls

Abstract

International audienceWe study the first and second orders of the asymptotic expansion, as the dimension goes to infinity, of the moments of the Hilbert-Schmidt norm of a uniformly distributed matrix in the p-Schatten unit ball. We consider the case of matrices with real, complex or quaternionic entries, self-adjoint or not. When p > 3, this asymptotic expansion allows us to establish a generalized version of the variance conjecture for the family of p-Schatten unit balls of self-adjoint matrices