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We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…

Probability · Mathematics 2021-11-17 Guillaume Dubach

In a previous paper (J. Comp. Phys. 230 (2011), 3668--3694), the authors proposed a new practical method for computing expected values of functionals of solutions for certain classes of elliptic partial differential equations with random…

Numerical Analysis · Mathematics 2018-04-03 Ivan G. Graham , Frances Y. Kuo , Dirk Nuyens , Rob Scheichl , Ian H. Sloan

In this paper we propose a method to construct probability measures on the space of convex bodies with a given pushforward distribution. Concretely we show that there is a measure on the metric space of centrally symmetric convex bodies,…

Probability · Mathematics 2012-04-27 Á. G. Horváth

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…

Mathematical Physics · Physics 2017-11-29 Anastasia A. Ruzmaikina

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 study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

Probability · Mathematics 2015-11-11 Kristina Schubert , Martin Venker

This paper introduces a novel approach to probabilistic deep learning, kernel density matrices, which provide a simpler yet effective mechanism for representing joint probability distributions of both continuous and discrete random…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Raúl Ramos-Pollán , Joseph A. Gallego-Mejia

Within the framework of the probability representation of quantum mechanics, we study a superposition of generic Gaussian states associated to symmetries of a regular polygon of n sides; in other words, the cyclic groups (containing the…

Quantum Physics · Physics 2022-03-16 Julio A. López-Saldívar , Vladimir I. Man'ko , Margarita A. Man'ko

We investigate convergence properties of discrete-time semigroup quantum dynamics, including asymptotic stability, probability and speed of convergence to pure states and subspaces. These properties are of interest in both the analysis of…

Quantum Physics · Physics 2015-06-22 Giuseppe Ilario Cirillo , Francesco Ticozzi

Several aspects of the internal structure of pseudoscalar mesons, accessible through generalized parton distributions in their zero-skewness limit, are examined. These include electromagnetic and gravitational form factors related to charge…

High Energy Physics - Phenomenology · Physics 2024-12-10 K. Raya , A. Bashir , J. Rodríguez-Quintero

In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…

Numerical Analysis · Mathematics 2019-04-23 Koen Ruymbeek , Karl Meerbergen , Wim Michiels

A new geometric representation of qubit and qutrit states based on probability simplexes is used to describe the separability and entanglement properties of density matrices of two qubits. The Peres--Horodecki positive partial transpose…

The joint estimation of the location vector and the shape matrix of a set of independent and identically Complex Elliptically Symmetric (CES) distributed observations is investigated from both the theoretical and computational viewpoints.…

Methodology · Statistics 2021-01-27 Stefano Fortunati , Alexandre Renaux , Frédéric Pascal

We develop a short-step interior point method to optimize a linear function over a convex body assuming that one only knows a membership oracle for this body. The approach is based on Abernethy and Hazan's sketch of a universal interior…

Optimization and Control · Mathematics 2018-11-20 Riley Badenbroek , Etienne de Klerk

We present a new random walk for uniformly sampling high-dimensional convex bodies. It achieves state-of-the-art runtime complexity with stronger guarantees on the output than previously known, namely in R\'enyi divergence (which implies…

Data Structures and Algorithms · Computer Science 2026-03-23 Yunbum Kook , Santosh S. Vempala , Matthew S. Zhang

A truncation of a Haar distributed orthogonal random matrix gives rise to a matrix whose eigenvalues are either real or complex conjugate pairs, and are supported within the closed unit disk. This is also true for a product $P_m$ of $m$…

Mathematical Physics · Physics 2017-08-23 P. J. Forrester , J. R. Ipsen , S. Kumar

Using the supersymmetry method we analytically calculate the local density of states, the localiztion length, the generalized inverse participation ratios, and the distribution function of eigenvector components for the superposition of a…

Condensed Matter · Physics 2009-10-28 Klaus Frahm , Axel Müller--Groeling

Let X be a locally compact Abelian group. We consider linear forms of independent random variables with values in X. In doing so, one of the coefficients of the linear forms is a random variable with a Bernoulli distribution. For some…

Probability · Mathematics 2025-10-06 Gennadiy Feldman

Invariant ensemble, which are characterised by the joint distribution of eigenvalues $P(\lambda_1,\ldots,\lambda_N)$, play a central role in random matrix theory. We consider the truncated linear statistics $L_K = \sum_{n=1}^K f(\lambda_n)$…

Statistical Mechanics · Physics 2022-03-09 Aurélien Grabsch

We formulate the Born approximation for finding resonance poles in the complex plane for potential scattering problems. Using the method, we study the distribution of resonance poles for several scattering potentials. In particular, we find…

Quantum Physics · Physics 2009-09-15 Naomichi Hatano