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The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circle, in the large matrix size limit, have been studied…

Probability · Mathematics 2024-10-16 Theodoros Assiotis , Mustafa Alper Gunes , Jonathan P. Keating , Fei Wei

We generalize some earlier results on a Berezin-Toeplitz type of quantization on Hilbert spaces built over certain matrix domains. In the present, wider setting, the theory could be applied to systems possessing several kinematic and…

Mathematical Physics · Physics 2007-05-23 S. Twareque Ali , Miroslav Engliš

We introduce probability estimation, a broadly applicable framework to certify randomness in a finite sequence of measurement results without assuming that these results are independent and identically distributed. Probability estimation…

Quantum Physics · Physics 2018-11-30 Yanbao Zhang , Emanuel Knill , Peter Bierhorst

We show that the limit laws of random matrices, whose entries are conditionally independent operator valued random variables having equal second moments proportional to the size of the matrices, are operator valued semicircular laws.…

Operator Algebras · Mathematics 2018-06-15 Weihua Liu

This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…

Probability · Mathematics 2008-11-12 Giovanni Peccati , Murad S. Taqqu

Recent work of Belinschi, Mai and Speicher resulted in a general algorithm to calculate the distribution of any selfadjoint polynomial in free variables. Since many classes of independent random matrices become asymptotically free if the…

Operator Algebras · Mathematics 2015-10-28 Roland Speicher

Two-qubit X-matrices have been the subject of considerable recent attention, as they lend themselves more readily to analytical investigations than two-qubit density matrices of arbitrary nature. Here, we maximally exploit this relative…

Quantum Physics · Physics 2015-11-06 Charles F. Dunkl , Paul B. Slater

We compute the uniform probability that finitely many polynomials over a finite field are pairwise coprime and compare the result with the formula one gets using the natural density as probability measure. It will turn out that the formulas…

Dynamical Systems · Mathematics 2017-11-09 Julia Lieb

We show that randomly choosing the matrices in a completely positive map from the unitary group gives a quantum expander. We consider Hermitian and non-Hermitian cases, and we provide asymptotically tight bounds in the Hermitian case on the…

Quantum Physics · Physics 2009-11-13 M. B. Hastings

In this paper, we study the limiting distribution of the eigenvalues for random tridiagonal matrix models. The limiting distribution is well described by its moments. Here, an analytical approach allows us, as in the case of Wigner…

Probability · Mathematics 2025-12-04 Lucas Babet , Ionel Popescu

We propose a novel method for analysis of experimental data obtained at relativistic nucleus-nucleus collisions. The method, based on the ideas of Random Matrix Theory, is applied to detect systematic errors that occur at measurements of…

High Energy Physics - Experiment · Physics 2009-11-11 E. I. Shahaliev , R. G. Nazmitdinov , A. A. Kuznetsov , M. K. Suleymanov , O. V. Teryaev

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

There has been significant interest in studying the asymptotics of certain generalised moments, called the moments of moments, of characteristic polynomials of random Haar-distributed unitary and symplectic matrices, as the matrix size $N$…

Mathematical Physics · Physics 2023-04-21 Theodoros Assiotis , Edward Eriksson , Wenqi Ni

We present a definition for second-order freeness in the quaternionic case. We demonstrate that this definition on a second-order probability space is asymptotically satisfied by independent symplectically invariant quaternionic matrices.…

Functional Analysis · Mathematics 2015-04-20 C. E. I. Redelmeier

Free entropy is the analogue of entropy in free probability theory. The paper is a survey of free entropy, its applications to von Neumann algebras, connections to random matrix theory and a discussion of open problems.

Operator Algebras · Mathematics 2007-05-23 Dan Voiculescu

Probabilistic frames are a generalization of finite frames into the Wasserstein space of probability measures with finite second moment. We introduce new probabilistic definitions of duality, analysis, and synthesis and investigate their…

Functional Analysis · Mathematics 2017-05-03 Clare Wickman , Kasso Okoudjou

Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in turn, depend critically on the extreme singular values and…

Statistics Theory · Mathematics 2026-03-03 Partha Sarkar , Kshitij Khare , Sanvesh Srivastava

We derive the joint probability distribution of the first two spectral moments for the G$\beta$E random matrix ensembles in N dimensions for any N. This is achieved by making use of two complementary invariants of the domain in…

Mathematical Physics · Physics 2016-08-08 Tomasz Maciążek , Christopher H. Joyner , Uzy Smilansky

Ensembles of random density matrices determined by various probability measures are analysed. A simple and efficient algorithm to generate at random density matrices distributed according to the Bures measure is proposed. This procedure may…

Statistical Mechanics · Physics 2010-03-31 Vladimir Al. Osipov , Hans-Juergen Sommers , Karol Zyczkowski

We consider the probability theory, and in particular the moment problem and universality theorems, for random groups of the sort of that arise or are conjectured to arise in number theory, and in related situations in topology and…

Number Theory · Mathematics 2023-01-25 Melanie Matchett Wood
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