Related papers: Extreme Eigenvalues of Wishart Matrices: Applicati…
The statistical behaviour of the smallest eigenvalue has important implications for systems which can be modeled using a Wishart-Laguerre ensemble, the regular one or the fixed trace one. For example, the density of the smallest eigenvalue…
The degree of entanglement of random pure states in bipartite quantum systems can be estimated from the distribution of the extreme Schmidt eigenvalues. For a bipartition of size M\geq N, these are distributed according to a…
Wishart random matrix theory is of major importance for the analysis of correlated time series. The distribution of the smallest eigenvalue for Wishart correlation matrices is particularly interesting in many applications. In the complex…
In this paper we study entanglement of the reduced density matrix of a bipartite quantum system in a random pure state. It transpires that this involves the computation of the smallest eigenvalue distribution of the fixed trace Laguerre…
We analyze the properties of entangled random pure states of a quantum system partitioned into two smaller subsystems of dimensions $N$ and $M$. Framing the problem in terms of random matrices with a fixed-trace constraint, we establish,…
We consider rectangular random matrices of size $p\times n$ belonging to the real Wishart-Laguerre ensemble also known as the chiral Gaussian orthogonal ensemble. This ensemble appears in many applications like QCD, mesoscopic physics, and…
A recent conjecture regarding the average of the minimum eigenvalue of the reduced density matrix of a random complex state is proved. In fact, the full distribution of the minimum eigenvalue is derived exactly for both the cases of a…
Wishart correlation matrices are the standard model for the statistical analysis of time series. The ensemble averaged eigenvalue density is of considerable practical and theoretical interest. For complex time series and correlation…
We investigate random density matrices obtained by partial tracing larger random pure states. We show that there is a strong connection between these random density matrices and the Wishart ensemble of random matrix theory. We provide…
For the correlated Gaussian Wishart ensemble we compute the distribution of the smallest eigenvalue and a related gap probability.We obtain exact results for the complex (\beta=2) and for the real case (\beta=1). For a particular set of…
In this thesis we study the behavior of bipartite entanglement of a large quantum system, by analyzing the distribution of the Schmidt coefficients of the reduced density matrix. Applying the general methods of classical statistical…
The extreme-value statistics of the entanglement spectrum in disordered spin chains possessing a many-body localization transition is examined. It is expected that eigenstates in the metallic or ergodic phase, behave as random states and…
Wishart random matrices are often used to model multivariate systems in physics, finance, biology and wireless communication. Extreme value statistics, such as those of the smallest eigenvalue, can be used to test the accuracy of the model.…
The sum of independent Wishart matrices, taken from distributions with unequal covariance matrices, plays a crucial role in multivariate statistics, and has applications in the fields of quantitative finance and telecommunication. However,…
We analytically calculate the average value of i-th largest Schmidt coefficient for random pure quantum states. Schmidt coefficients, i.e., eigenvalues of the reduced density matrix, are expressed in the limit of large Hilbert space size…
In this paper we study the reduction criterion for detecting entanglement of large dimensional bipartite quantum systems. We first obtain an explicit formula for the moments of a random quantum state to which the reduction criterion has…
In this paper, we show how the entropy (including the von Neumann entropy obtained by tracing across various sizes of subsystems, the entanglement gap, as well as different degrees of R\'{e}nyi entropy) of the random reduced density…
In this work, we consider the weighted difference of two independent complex Wishart matrices and derive the joint probability density function of the corresponding eigenvalues in a finite-dimension scenario using two distinct approaches.…
We study time evolution of a subsystem's density matrix under unitary evolution, generated by a sufficiently complex, say quantum chaotic, Hamiltonian, modeled by a random matrix. We exactly calculate all coherences, purity and…
Wishart ensemble is a useful and important random matrix model used in diverse fields. By realizing induced random mixed quantum states as Wishart ensemble with the fixed-trace one, using matrix integral technique we give a fast track to…