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We consider the distributions of the lengths of the longest weakly increasing and strongly decreasing subsequences in words of length N from an alphabet of k letters. We find Toeplitz determinant representations for the exponential…

Combinatorics · Mathematics 2009-07-11 Craig A. Tracy , Harold Widom

We study the distribution of the minimum spacing between eigenvalues of a random n by n unitary matrix. The minimum spacing scales as $n^{-4/3}$, not $n^{-2}$ as would be the case for n independent points on the unit circle, illustrating…

Spectral Theory · Mathematics 2011-11-14 Jade P. Vinson

Beta ensembles on the real line with three classical weights (Gaussian, Laguerre and Jacobi) are now realized as the eigenvalues of certain tridiagonal random matrices. The paper deals with beta Jacobi ensembles, the type with the Jacobi…

Probability · Mathematics 2021-10-05 Hoang Dung Trinh , Khanh Duy Trinh

Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of…

Probability · Mathematics 2007-07-17 Gerard Ben Arous , Alice Guionnet

We suggest a method of studying the joint probability density (JPD) of an eigenvalue and the associated 'non-orthogonality overlap factor' (also known as the 'eigenvalue condition number') of the left and right eigenvectors for…

Mathematical Physics · Physics 2018-09-21 Yan V Fyodorov

Given a certain invariant random matrix ensemble characterised by the joint probability distribution of eigenvalues $P(\lambda_1,\ldots,\lambda_N)$, many important questions have been related to the study of linear statistics of eigenvalues…

Statistical Mechanics · Physics 2018-05-17 Aurélien Grabsch , Satya N. Majumdar , Christophe Texier

We analyze gene co-expression network under the random matrix theory framework. The nearest neighbor spacing distribution of the adjacency matrix of this network follows Gaussian orthogonal statistics of random matrix theory (RMT). Spectral…

Molecular Networks · Quantitative Biology 2015-05-18 Sarika Jalan , Norbert Solymosi , Gabör Vattay , Baowen Li

Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…

Mathematical Physics · Physics 2024-05-06 Michael Brodskiy , Owen L. Howell

We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…

Probability · Mathematics 2020-06-01 László Erdős , Torben Krüger , Dominik Schröder

We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…

Statistical Mechanics · Physics 2009-11-11 David S. Dean , Satya N. Majumdar

As already known by Rana's result \href{https://doi.org/10.1103/PhysRevA.87.054301}{[\pra {\bf87} (2013) 054301]}, all eigenvalues of any partial-transposed bipartite state fall within the closed interval $[-\frac12,1]$. In this note, we…

Quantum Physics · Physics 2022-02-08 Junjun Duan , Lin Zhang , Quan Qian , Shao-Ming Fei

We present a generalization of the method of the local relaxation flow to establish the universality of local spectral statistics of a broad class of large random matrices. We show that the local distribution of the eigenvalues coincides…

Mathematical Physics · Physics 2010-08-20 Laszlo Erdos , Benjamin Schlein , Horng-Tzer Yau , Jun Yin

We consider an $n\times n$ matrix of independent real Gaussian random variables and determine the asymptotic distribution of the smallest gaps between complex eigenvalues.

Probability · Mathematics 2024-04-01 Patrick Lopatto , Matthew Meeker

We present experimentally and numerically accessible quantities that can be used to differentiate among various families of random entangled states. To this end, we analyze the entanglement properties of bipartite reduced states of a…

The paper presents a finite element scheme for the elastic transmission eigenvalue problem written as a fourth order eigenvalue problem. The scheme uses piecewise cubic polynomials and obtains optimal convergence rate. Compared with other…

Numerical Analysis · Mathematics 2021-01-27 Yingxia Xi , Xia Ji , Shuo Zhang

In \cite{Diaz} beta type I and II doubly singular distributions were introduced and their densities and the joint densities of nonzero eigenvalues were derived. In such matrix variate distributions $p$, the dimension of two singular Wishart…

Statistics Theory · Mathematics 2020-01-07 Stepan Grinek

We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…

Mathematical Physics · Physics 2025-01-14 Stalin Abraham , A. Bhagwat , Sudhir Ranjan Jain

We analytically derive the bit-string probability distributions of subsystems of random pure states and depolarized random states using the Dirichlet distribution. We identify the exact Beta distribution as the universal statistical law of…

Quantum Physics · Physics 2026-02-24 Sangchul Oh

We study operators obtained by coupling an $n \times n$ random matrix from one of the Gaussian ensembles to the discrete Laplacian. We find the joint distribution of the eigenvalues and resonances of such operators. This is one of the…

Mathematical Physics · Physics 2018-01-18 Rostyslav Kozhan

Entanglement plays an important role in quantum communication, algorithms, and error correction. Schmidt coefficients are correlated to the eigenvalues of the reduced density matrix. These eigenvalues are used in Von Neumann entropy to…

Quantum Physics · Physics 2014-09-25 Anmer Daskin , Ananth Grama , Sabre Kais