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An exact analytical description of extreme intensity statistics in complex random states is derived. These states have the statistical properties of the Gaussian and Circular Unitary Ensemble eigenstates of random matrix theory. Although…

Quantum Physics · Physics 2011-08-02 Arul Lakshminarayan , Steven Tomsovic , Oriol Bohigas , Satya N. Majumdar

Let $\bm{x}_1,\cdots,\bm{x}_n$ be a random sample of size $n$ from a $p$-dimensional population distribution, where $p=p(n)\rightarrow\infty$. Consider a symmetric matrix $W=X^\top X$ with parameters $n$ and $p$, where…

Probability · Mathematics 2023-06-16 Jianwei Hu , Seydou Keita , Kang Fu

We study the variance and the Laplace transform of the probability law of linear eigenvalue statistics of unitary invariant Matrix Models of n-dimentional Hermitian matrices as n tends to infinity. Assuming that the test function of…

Probability · Mathematics 2015-06-26 L. Pastur

This paper is concerned with the asymptotic empirical eigenvalue distribution of a non linear random matrix ensemble. More precisely we consider $M= \frac{1}{m} YY^*$ with $Y=f(WX)$ where $W$ and $X$ are random rectangular matrices with…

Probability · Mathematics 2022-01-14 Lucas Benigni , Sandrine Péché

A Wishart matrix is said to be spiked when the underlying covariance matrix has a single eigenvalue $b$ different from unity. As $b$ increases through $b=2$, a gap forms from the largest eigenvalue to the rest of the spectrum, and with…

Mathematical Physics · Physics 2014-07-01 Peter J. Forrester

In this paper we study the reduction criterion for detecting entanglement of large dimensional bipartite quantum systems. We first obtain an explicit formula for the moments of a random quantum state to which the reduction criterion has…

Mathematical Physics · Physics 2014-12-02 Maria Anastasia Jivulescu , Nicolae Lupa , Ion Nechita

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…

Statistical Mechanics · Physics 2007-05-23 John Evans , Fredrick Michael

We present the first experimental characterization of the azimuthal Wigner distribution of a photon. Our protocol fully characterizes the transverse structure of a photon in conjugate bases of orbital angular momentum (OAM) and azimuthal…

We consider Gaussian states of fermionic systems and study the action of the partial transposition on the density matrix. It is shown that, with a suitable choice of basis, these states are transformed into a linear combination of two…

Statistical Mechanics · Physics 2015-05-29 Viktor Eisler , Zoltan Zimboras

This paper proposes a unified approach that enables the Wishart distribution to be studied simultaneously in the real, complex, quaternion and octonion cases. In particular, the noncentral generalised Wishart distribution, the joint density…

Statistics Theory · Mathematics 2010-10-12 Jose A. Diaz-Garcia , Ramon Gutierrez-Jaimez

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

Chaotic Dynamics · Physics 2009-11-07 Yan V Fyodorov , H. -J Sommers

In this paper we consider the product of a singular Wishart random matrix and a singular normal random vector. A very useful stochastic representation is derived for this product, using which the characteristic function of the product and…

Statistics Theory · Mathematics 2016-11-10 Taras Bodnar , Stepan Mazur , Stanislas Muhinyuza , Nestor Parolya

We study ensembles of random symmetric matrices whose entries exhibit certain correlations. Examples are distributions of Curie-Weiss-type. We provide a criterion on the correlations ensuring the validity of Wigner's semicircle law for the…

Mathematical Physics · Physics 2014-02-25 Winfried Hochstättler , Werner Kirsch , Simone Warzel

Three-dimensional icosahedral random tilings with rhombohedral cells are studied in the semi-entropic model. We introduce a global energy measure defined by the variance of the quasilattice points in the orthogonal space. The internal…

Condensed Matter · Physics 2007-05-23 W. Ebinger , J. Roth , H. -R. Trebin

We compute the asymptotic eigenvalue distribution of the neural tangent kernel of a two-layer neural network under a specific scaling of dimension. Namely, if $X\in\mathbb{R}^{n\times d}$ is an i.i.d random matrix, $W\in\mathbb{R}^{d\times…

Probability · Mathematics 2025-08-28 Lucas Benigni , Elliot Paquette

We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…

Mathematical Physics · Physics 2021-10-27 Joshua Feinberg , Roman Riser

We formulate gaussian and circular random-matrix models representing a coupled system consisting of an absorbing and an amplifying resonator, which are mutually related by a generalized time-reversal symmetry. Motivated by optical…

Quantum Physics · Physics 2012-12-21 Christopher Birchall , Henning Schomerus

We study the asymptotic behavior of eigenvalues of large complex correlated Wishart matrices at the edges of the limiting spectrum. In this setting, the support of the limiting eigenvalue distribution may have several connected components.…

Probability · Mathematics 2016-06-07 Walid Hachem , Adrien Hardy , Jamal Najim

We investigate the equilibration of a small isolated quantum system by means of its matrix of asymptotic transition probabilities in a preferential basis. The trace of this matrix is shown to measure the degree of equilibration of the…

Statistical Mechanics · Physics 2016-02-04 J. M. Luck

We explore a very simple distribution of unitaries: random (binary) phase -- Hadamard -- random (binary) phase -- random computational-basis permutation. We show that this distribution is statistically indistinguishable from random Haar…

Quantum Physics · Physics 2024-04-18 Zvika Brakerski , Nir Magrafta