Joint probability distributions for projection probabilities of random orthonormal states

A finite dimensional quantum system for which the quantum chaos conjecture applies has eigenstates, which show the same statistical properties than the column vectors of random orthogonal or unitary matrices. Here, we consider the different probabilities for obtaining a specific outcome in a projective measurement, provided the system is in one of its eigenstates. We then give analytic expressions for the joint probability density for these probabilities, with respect to the ensemble of random matrices. In the case of the unitary group, our results can be applied, also, to the phenomenon of universal conductance fluctuations, where the same mathematical quantities describe partial conductances in a two-terminal mesoscopic scattering problem with a finite number of modes in each terminal.