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We present some new results on the joint distribution of an arbitrary subset of the ordered eigenvalues of complex Wishart, double Wishart, and Gaussian hermitian random matrices of finite dimensions, using a tensor pseudo-determinant…

Statistics Theory · Mathematics 2020-01-03 Marco Chiani , Alberto Zanella

In this paper we derive some new and practical results on testing and interval estimation problems for the population eigenvalues of a Wishart matrix based on the asymptotic theory for block-wise infinite dispersion of the population…

Statistics Theory · Mathematics 2009-01-27 Yo Sheena , Akimichi Takemura

Given a large, high-dimensional sample from a spiked population, the top sample covariance eigenvalue is known to exhibit a phase transition. We show that the largest eigenvalues have asymptotic distributions near the phase transition in…

Probability · Mathematics 2013-07-24 Alex Bloemendal , Bálint Virág

Typical eigenstates of quantum systems, whose classical limit is chaotic, are well approximated as random states. Corresponding eigenvalue spectra is modeled through appropriate ensemble of random matrix theory. However, a small subset of…

Quantum Physics · Physics 2018-06-21 S. Harshini Tekur , Santosh Kumar , M. S. Santhanam

We discuss an application of the random matrix theory in the context of estimating the bipartite entanglement of a quantum system. We discuss how the Wishart ensemble (the earliest studied random matrix ensemble) appears in this quantum…

Statistical Mechanics · Physics 2010-05-26 Satya N. Majumdar

A one-parameter random matrix model is proposed for describing the statistics of the local amplitudes and phases of electron eigenfunctions in a mesoscopic quantum dot in an arbitrary magnetic field. Comparison of the statistics obtained…

Condensed Matter · Physics 2009-10-28 E. Kanzieper , V. Freilikher

The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…

Probability · Mathematics 2016-09-28 Alex Bloemendal , Bálint Virág

We study the distribution of the Schmidt coefficients of the reduced density matrix of a quantum system in a pure state. By applying general methods of statistical mechanics, we introduce a fictitious temperature and a partition function…

Quantum Physics · Physics 2010-07-05 A. De Pasquale , P. Facchi , G. Parisi , S. Pascazio , A. Scardicchio

We explore how the expectation values $\langle\psi |A| \psi\rangle$ of a largely arbitrary observable $A$ are distributed when normalized vectors $|\psi\rangle$ are randomly sampled from a high dimensional Hilbert space. Our analytical…

Statistical Mechanics · Physics 2019-01-18 Peter Reimann , Jochen Gemmer

The time evolution of a bounded quantum system is considered in the framework of the orthogonal, unitary and symplectic circular ensembles of random matrix theory. For an $N$ dimensional Hilbert space we prove that in the large $N$ limit…

Mesoscale and Nanoscale Physics · Physics 2008-02-03 P. Leboeuf , G. Iacomelli

We consider an ensemble of large non-Hermitian random matrices of the form $\hat{H}+i\hat{A}_s$, where $\hat{H}$ and $\hat{A}_s$ are Hermitian statistically independent random $N\times N$ matrices. We demonstrate the existence of a new…

Condensed Matter · Physics 2016-08-31 Yan V. Fyodorov , Boris A. Khoruzhenko , Hans-Juergen Sommers

This is the first part of a paper that studies the phase transition in the asymptotic limit of the rank 1 real Wishart spiked model. In this paper, we consider $N$-dimensional real Wishart matrices $S$ in the class…

Probability · Mathematics 2010-11-25 M. Y. Mo

We study the asymptotic distribution, as the volume parameter goes to 1, of the peak (largest part) of finite- or slowly-growing-width cylindric plane partitions weighted by their trace, seam, and volume. There are two natural asymptotic…

Probability · Mathematics 2021-12-01 Dan Betea , Alessandra Occelli

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 Physics · Physics 2018-07-23 Udaysinh T. Bhosale , Steven Tomsovic , Arul Lakshminarayan

We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…

Probability · Mathematics 2019-10-10 Valentin Bahier , Joseph Najnudel

We study statistical properties of energy spectra of a tight-binding model on the two-dimensional quasiperiodic Ammann-Beenker tiling. Taking into account the symmetries of finite approximants, we find that the underlying universal…

Disordered Systems and Neural Networks · Physics 2015-06-25 Michael Schreiber , Uwe Grimm , Rudolf A. Roemer , Jian-Xin Zhong

For a system of N identical particles in a random pure state, there is a threshold k_0 = k_0(N) ~ N/5 such that two subsystems of k particles each typically share entanglement if k > k_0, and typically do not share entanglement if k < k_0.…

Quantum Physics · Physics 2012-04-09 Guillaume Aubrun , Stanislaw J. Szarek , Deping Ye

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

Statistical Mechanics · Physics 2013-05-29 Carsten Timm

We theoretically derive the probability densities of the entanglement measures of a pure non-ergodic many-body state, represented in a bipartite product basis and with its reduced density matrix described by a generalized, multi-parametric…

Quantum Physics · Physics 2024-12-11 Devanshu Shekhar , Pragya Shukla

We study the properties of the random quantum states induced from the uniformly random pure states on a bipartite quantum system by taking the partial trace over the larger subsystem. Most of the previous studies have adopted a viewpoint of…

Quantum Physics · Physics 2023-11-29 Eyuri Wakakuwa