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We investigate the separability properties of quantum states described by an extended Werner density matrix, where the classical component exhibits statistical dependence. By generalizing the classical part to allow correlations, we…
We present a general method to detect and extract from a finite time sample statistically meaningful correlations between input and output variables of large dimensionality. Our central result is derived from the theory of free random…
Covariance matrices are fundamental to the analysis and forecast of economic, physical and biological systems. Although the eigenvalues $\{\lambda_i\}$ and eigenvectors $\{{\bf u}_i\}$ of a covariance matrix are central to such endeavors,…
For generic systems exhibiting power law behaviors, and hence multiscale dependencies, we propose a new, and yet simple, tool to analyze multifractality and intermittency, after noticing that these concepts are directly related to the…
Recently, Keating, Linden, and Wells \cite{KLW} showed that the density of states measure of a nearest-neighbor quantum spin glass model is approximately Gaussian when the number of particles is large. The density of states measure is the…
We present and compare two families of ensembles of random density matrices. The first, static ensemble, is obtained foliating an unbiased ensemble of density matrices. As criterion we use fixed purity as the simplest example of a useful…
A density matrix formulation of classical bipartite correlations is constructed. This leads to an understanding of the appearance of classical statistical correlations intertwined with the quantum correlations as well as a physical…
We study a new class of matrix models, formulated on a lattice. On each site are $N$ states with random energies governed by a Gaussian random matrix Hamiltonian. The states on different sites are coupled randomly. We calculate the density…
Consider the question: what statistical ensemble corresponds to minimal prior knowledge about a quantum system ? For the case where the system is in fact known to be in a pure state there is an obvious answer, corresponding to the unique…
For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…
This paper describes a new Bayesian interpretation of a class of skew--Student $t$ distributions. We consider a hierarchical normal model with unknown covariance matrix and show that by imposing different restrictions on the parameter…
We consider random n\times n matrices of the form (XX*+YY*)^{-1/2}YY*(XX*+YY*)^{-1/2}, where X and Y have independent entries with zero mean and variance one. These matrices are the natural generalization of the Gaussian case, which are…
A common failure mode of density models trained as variational autoencoders is to model the data without relying on their latent variables, rendering these variables useless. Two contributing factors, the underspecification of the model and…
We consider $m$ spinless Fermions in $l > m$ degenerate single-particle levels interacting via a $k$-body random interaction with Gaussian probability distribution and $k <= m$ in the limit $l$ to infinity (the embedded $k$-body random…
The entropy change of a (non-equilibrium) Markovian ensemble is calculated from (1) the ensemble phase density $p(t)$ evolved as iterative map, $p(t) = \mathbb{M}(t) p(t- \Delta t)$ under detail balanced transition matrix $\mathbb{M}(t)$,…
We introduce a random matrix model for the stationary covariance of multivariate Ornstein-Uhlenbeck processes with heterogeneous temperatures, where the covariance is constrained by the Sylvester-Lyapunov equation. Using the replica method,…
Let a pure state \psi be chosen randomly in an NM-dimensional Hilbert space, and consider the reduced density matrix \rho of an N-dimensional subsystem. The bipartite entanglement properties of \psi are encoded in the spectrum of \rho. By…
We derive a classification and a measure of classical- and quantum-correlation of multipartite qubit, qutrit, and in general, $n$-level systems, in terms of SU$(n)$ representations of density matrices. We compare the measure for the case of…
We consider the products of $m\ge 2$ independent large real random matrices with independent vectors $(X_{jk}^{(q)},X_{kj}^{(q)})$ of entries. The entries $X_{jk}^{(q)},X_{kj}^{(q)}$ are correlated with $\rho=\mathbb E…
It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…