Related papers: Partial transpose of random quantum states: exact …
In the past 20 years, the study of real eigenvalues of non-symmetric real random matrices has seen important progress. Notwithstanding, central questions still remain open, such as the characterization of their asymptotic statistics and the…
We study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a compact metric…
Consider $D$ random systems that are modeled by independent $N\times N$ complex Hermitian Wigner matrices. Suppose they are lying on a circle and the neighboring systems interact with each other through a deterministic matrix $A$. We prove…
The statistics of gaps between quantum energy levels is a hallmark criterion in quantum chaos and quantum integrability studies. The relevant distributions corresponding to exactly integrable vs. fully chaotic systems are universal and…
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
We study the random matrices of type $\tilde{W}=(id\otimes\varphi)W$, where $W$ is a complex Wishart matrix of parameters $(dn,dm)$, and $\varphi:M_n(\mathbb C)\to M_n(\mathbb C)$ is a self-adjoint linear map. We prove that, under suitable…
The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of…
This paper aims to explore the inherent connection among Heisenberg groups, quantum Fourier transform and (quasiprobability) distribution functions. Distribution functions for continuous and finite quantum systems are examined first as a…
We study the relation between quasi-normal modes (QNMs) and transmission resonances (TRs) in one-dimensional (1D) disordered systems. We show for the first time that while each maximum in the transmission coefficient is always related to a…
We consider the empirical eigenvalue distribution of random real symmetric matrices with stochastically independent skew-diagonals and study its limit if the matrix size tends to infinity. We allow correlations between entries on the same…
We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…
The sum of Wishart matrices has an important role in multiuser communication employing multiantenna elements, such as multiple-input multiple-output (MIMO) multiple access channel (MAC), MIMO Relay channel, and other multiuser channels…
Let A be a p-variate real Wishart matrix on n degrees of freedom with identity covariance. The distribution of the largest eigenvalue in A has important applications in multivariate statistics. Consider the asymptotics when p grows in…
The convex set of quantum states of a composite $K \times K$ system with positive partial transpose is analysed. A version of the hit and run algorithm is used to generate a sequence of random points covering this set uniformly and an…
In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-switching diffusions with finite state spaces by the…
We study distributions of eigenvalue curvatures for a block diagonal random matrix perturbed by a full random matrix. The most natural physical realization of this model is a quantum chaotic system with some inherent symmetry, such that its…
For the correlated Gaussian Wishart ensemble we compute the distribution of the smallest eigenvalue and a related gap probability.We obtain exact results for the complex (\beta=2) and for the real case (\beta=1). For a particular set of…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
The random variable $1+z_1+z_1z_2+\dots$ appears in many contexts and was shown by Kesten to exhibit a heavy tail distribution. We consider natural extensions of this variable and its associated recursion to $N \times N$ matrices either…
We derive universal entanglement entropy and Schmidt eigenvalue behaviors for the eigenstates of two quantum chaotic systems coupled with a weak interaction. The progression from a lack of entanglement in the noninteracting limit to the…