Related papers: Extreme Eigenvalues of Wishart Matrices: Applicati…
Covariance matrices are a useful tool to investigate correlations and entanglement in quantum systems. They are widely used in continuous variable systems, but recently also for finite dimensional systems powerful entanglement criteria in…
The statistics of the smallest eigenvalue of Wishart-Laguerre ensemble is important from several perspectives. The smallest eigenvalue density is typically expressible in terms of determinants or Pfaffians. These results are of utmost…
Consider the model of bipartite entanglement for a random pure state emerging in quantum information and quantum chaos, corresponding to the fixed trace Laguerre unitary ensemble (LUE) in Random Matrix Theory. We focus on correlation…
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…
The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of…
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…
The correlated Wishart model provides a standard tool for the analysis of correlations in a rich variety of systems. Although much is known for complex correlation matrices, the empirically much more important real case still poses…
Eigenvalues of a density matrix characterize well the quantum state's properties, such as coherence and entanglement. We propose a simple method to determine all the eigenvalues of an unknown density matrix of a finite-dimensional system in…
In this paper we study the limiting distribution of the $k$ smallest gaps between eigenvalues of three kinds of random matrices -- the Ginibre ensemble, the Wishart ensemble and the universal unitary ensemble. All of them follow a…
A quantum state's entanglement across a bipartite cut can be quantified with entanglement entropy or, more generally, Schmidt norms. Using only Schmidt decompositions, we present a simple iterative algorithm to maximize Schmidt norms.…
The sum of Wishart matrices has an important role in multiuser communication employing multiantenna elements, such as multiple-input multiple-output (MIMO) multiple access channel (MAC), MIMO Relay channel, and other multiuser channels…
In this paper we consider the extreme behavior of the extremal eigenvalues of white Wishart matrices, which plays an important role in multivariate analysis. In particular, we focus on the case when the dimension of the feature p is much…
Rectangular real $N \times (N + \nu)$ matrices $W$ with a Gaussian distribution appear very frequently in data analysis, condensed matter physics and quantum field theory. A central question concerns the correlations encoded in the spectral…
A Wishart matrix is said to be spiked when the underlying covariance matrix has a single eigenvalue $b$ different from unity. As $b$ increases through $b=2$, a gap forms from the largest eigenvalue to the rest of the spectrum, and with…
Consider a high-dimensional Wishart matrix $\bd{W}=\bd{X}^T\bd{X}$ where the entries of $\bd{X}$ are i.i.d. random variables with mean zero, variance one, and a finite fourth moment $\eta$. Motivated by problems in signal processing and…
The entanglement between two arbitrary subsystems of random pure states is studied via properties of the density matrix's partial transpose, $\rho_{12}^{T_2}$. The density of states of $\rho_{12}^{T_2}$ is close to the semicircle law when…
Quantum entanglement is an enigmatic and powerful property that has attracted much attention due to its usefulness in new ways of communications, like quantum teleportation and quantum key distribution. Much effort has been done to quantify…
We investigate the asymptotic behavior of the empirical eigenvalues distribution of the partial transpose of a random quantum state. The limiting distribution was previously investigated via Wishart random matrices indirectly (by…
We consider random bipartite quantum states obtained by tracing out one subsystem from a random, uniformly distributed, tripartite pure quantum state. We compute thresholds for the dimension of the system being traced out, so that the…
Random matrix theory is a powerful way to describe universal correlations of eigenvalues of complex systems. It also may serve as a schematic model for disorder in quantum systems. In this review, we discuss both types of applications of…