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The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

By using the method of orthogonal polynomials we analyze the statistical properties of complex eigenvalues of random matrices describing a crossover from Hermitian matrices characterized by the Wigner- Dyson statistics of real eigenvalues…

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

We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift $\binom{j}{2} \omega+jy+x \mod 1$ for irrational $\omega$. We prove that the eigenvalue distribution of…

Mathematical Physics · Physics 2021-07-14 Arka Adhikari , Marius Lemm , Horng-Tzer Yau

We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…

Probability · Mathematics 2015-05-06 Qiang Zhen , Charles Knessl

The tensor flattenings appear naturally in quantum information when one produces a density matrix by partially tracing the degrees of freedom of a pure quantum state. In this paper, we study the joint $^*$-distribution of the flattenings of…

Probability · Mathematics 2023-07-24 Stéphane Dartois , Camille Male , Ion Nechita

We consider the statistics of overlaps between a mixed state and its image under random unitary transformations. Choosing the transformations from the unitary group with its invariant (Haar) measure, the distribution of overlaps depends…

Quantum Physics · Physics 2018-08-02 Lázaro Alonso , David Bermudez , Thomas Gorin

We show in this note that the asymptotic spectral distribution, location and distribution of the largest eigenvalue of a large class of random density matrices coincide with that of Wishart-type random matrices using proper scaling. As an…

Probability · Mathematics 2018-04-05 Miklos Kornyik

We introduce a quasi-probability phase space distribution with two pairs of azimuthal-angular coordinates. This representation is well adapted to describe quantum systems with discrete symmetry. Quantum error correction of states encoded in…

Quantum Physics · Physics 2020-08-26 N. Fabre , A. Keller , P. Milman

A recent conjecture regarding the average of the minimum eigenvalue of the reduced density matrix of a random complex state is proved. In fact, the full distribution of the minimum eigenvalue is derived exactly for both the cases of a…

Statistical Mechanics · Physics 2009-11-13 Satya N. Majumdar , Oriol Bohigas , Arul Lakshminarayan

This study derives a new property of the Wishart distribution when the degree-of-freedom and the size of the matrix parameter of the distribution grow simultaneoulsy. Particularly, the asymptotic normality of the product of four independent…

Statistics Theory · Mathematics 2022-03-29 Koji Tsukuda , Shun Matsuura

We consider real symmetric and complex Hermitian random matrices with the additional symmetry $h_{xy}=h_{N-x,N-y}$. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble…

Mathematical Physics · Physics 2015-10-28 Johannes Alt

Using numerical exact diagonalization, we study matrix elements of a local spin operator in the eigenbasis of two different nonintegrable quantum spin chains. Our emphasis is on the question to what extent local operators can be represented…

Statistical Mechanics · Physics 2020-10-27 Jonas Richter , Anatoly Dymarsky , Robin Steinigeweg , Jochen Gemmer

Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…

Statistical Mechanics · Physics 2022-11-23 Ofir Tal-Friedman , Yael Roichman , Shlomi Reuveni

In this paper, we derive the explicit series expansion of the eigenvalue distribution of various models, namely the case of non-central Wishart distributions, as well as correlated zero mean Wishart distributions. The tools used extend…

Information Theory · Computer Science 2016-11-17 Ø. Ryan , A. Masucci , S. Yang , M. Debbah

The noncentral Wishart distribution has become more mainstream in statistics as the prevalence of applications involving sample covariances with underlying multivariate Gaussian populations as dramatically increased since the advent of…

Statistics Theory · Mathematics 2022-05-25 Frédéric Ouimet

We study time evolution of a subsystem's density matrix under unitary evolution, generated by a sufficiently complex, say quantum chaotic, Hamiltonian, modeled by a random matrix. We exactly calculate all coherences, purity and…

Quantum Physics · Physics 2012-03-15 Vinayak , Marko Znidaric

This paper studies majorization of high tensor powers of finitely supported probability distributions. Viewing probability distributions as a resource with majorization as a means of transformation corresponds to the resource theory of pure…

Quantum Physics · Physics 2019-06-17 Asger Kjærulff Jensen

We show that an independent family of uniformly distributed random permutation matrices is asymptotically *-free from an independent family of square complex Gaussian matrices and from an independent family of complex Wishart matrices, and…

Operator Algebras · Mathematics 2007-05-23 Mihail G. Neagu

We derive efficient recursive formulas giving the exact distribution of the largest eigenvalue for finite dimensional real Wishart matrices and for the Gaussian Orthogonal Ensemble (GOE). In comparing the exact distribution with the…

Information Theory · Computer Science 2014-10-21 Marco Chiani

The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…

Probability · Mathematics 2012-12-27 Olivia Beckwith , Victor Luo , Steven J. Miller , Karen Shen , Nicholas Triantafillou