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We consider a set of probability measures on a finite event space $\Omega$. The mutual affinity is introduced in terms of the spectrum of the associated Gram matrix. We show that, for randomly chosen measures, the empirical eigenvalue…

Mathematical Physics · Physics 2007-05-23 M. Fannes , P. Spincemaille

We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…

Mathematical Physics · Physics 2008-10-31 Dang-Zheng Liu , Zheng-Dong Wang , Kui-Hua Yan

We analyze mean fidelity between random density matrices of size N, generated with respect to various probability measures in the space of mixed quantum states: Hilbert-Schmidt measure, Bures (statistical) measure, the measures induced by…

Quantum Physics · Physics 2009-11-10 Karol Zyczkowski , Hans-Jurgen Sommers

We study finitely additive extensions of the asymptotic density to all the subsets of natural numbers. Such measures are called density measures. We consider a class of density measures constructed from free ultrafilters on $\mathbb{N}$ and…

Number Theory · Mathematics 2016-01-26 Ryoichi Kunisada

Exploiting the explicit bijection between the density of singular values and the density of eigenvalues for bi-unitarily invariant complex random matrix ensembles of finite matrix size, we aim at finding the induced probability measure on…

Probability · Mathematics 2026-03-24 Matthias Allard , Mario Kieburg

We consider the density of states of structured Hermitian random matrices with a variance profile. As the dimension tends to infinity the associated eigenvalue density can develop a singularity at the origin. The severity of this…

Probability · Mathematics 2024-11-06 Torben Krüger , David Renfrew

We deal with finitely additive measures defined on all subsets of natural numbers which extend the asymptotic density (density measures). We consider a class of density measures which are constructed from free ultrafilters on natural…

Number Theory · Mathematics 2016-09-02 Ryoichi Kunisada

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

Quantum Physics · Physics 2017-10-27 Ramis Movassagh , Alan Edelman

Let $\mathscr{H}$ be a finite-dimensional complex Hilbert space and $\mathscr{D}$ the set of density matrices on $\mathscr{H}$, i.e., the positive operators with trace 1. Our goal in this note is to identify a probability measure $u$ on…

Quantum Physics · Physics 2022-07-06 Eddy Keming Chen , Roderich Tumulka

We show from a categorical point of view that probability measures on certain measurable or topological spaces arise canonically as the extension of probability distributions on countable sets. We do this by constructing probability monads…

Category Theory · Mathematics 2022-06-23 Ruben Van Belle

We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of $n$ random points in a compact set $\Omega_n$ of $\R^d$. Under various assumptions we establish the…

Probability · Mathematics 2007-12-12 Charles Bordenave

Certain countably and finitely additive measures can be associated to a given nonnegative supermartingale. Under weak assumptions on the underlying probability space, existence and (non)uniqueness results for such measures are proven.

Probability · Mathematics 2015-12-23 Nicolas Perkowski , Johannes Ruf

In physics, it is sometimes desirable to compute the so-called \emph{Density Of States} (DOS), also known as the \emph{spectral density}, of a real symmetric matrix $A$. The spectral density can be viewed as a probability density…

Numerical Analysis · Mathematics 2014-10-07 Lin Lin , Yousef Saad , Chao Yang

In this brief paper the probability density of a random real, complex and quaternion determinant is rederived using singular values. The behaviour of suitably rescaled random determinants is studied in the limit of infinite order of the…

Statistical Mechanics · Physics 2009-10-31 Giovanni M. Cicuta , Madan L. Mehta

We consider the quantum expectation value \mathcal{A}=\<\psi|A|\psi\> of an observable A over the state |\psi\> . We derive the exact probability distribution of \mathcal{A} seen as a random variable when |\psi\> varies over the set of all…

Quantum Physics · Physics 2015-06-04 Lorenzo Campos Venuti , Paolo Zanardi

Statistical properties of ensembles of random density matrices are investigated. We compute traces and von Neumann entropies averaged over ensembles of random density matrices distributed according to the Bures measure. The eigenvalues of…

Quantum Physics · Physics 2009-11-10 Hans-Juergen Sommers , Karol Zyczkowski

In this paper we introduce a metrics on the space of idempotent probability measures on a given compactum, which extends the metrics on the compactum. It is proven the introduced metrics generates the pointwise convergence topology on the…

General Topology · Mathematics 2019-05-13 Adilbek Atakhanovich Zaitov

Predicting when an individual will adopt a new behavior is an important problem in application domains such as marketing and public health. This paper examines the perfor- mance of a wide variety of social network based measurements…

Social and Information Networks · Computer Science 2016-07-26 Nikhil Kumar , Ruocheng Guo , Ashkan Aleali , Paulo Shakarian

In this paper, we introduce for the first time the notions of neutrosophic measure and neutrosophic integral, and we develop the 1995 notion of neutrosophic probability. We present many practical examples. It is possible to define the…

Artificial Intelligence · Computer Science 2013-12-02 Florentin Smarandache

The notion of probability density for a random function is not as straightforward as in finite-dimensional cases. While a probability density function generally does not exist for functional data, we show that it is possible to develop the…

Statistics Theory · Mathematics 2010-03-01 Aurore Delaigle , Peter Hall
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