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We provide some criteria on the stability of regime-switching diffusion processes. Both the state-independent and state-dependent regime-switching diffusion processes with switching in a finite state space and an infinite countable state…

Probability · Mathematics 2015-03-10 Jinghai Shao , Fubao Xi

In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionally. We eliminate the restrictive assumption of the block…

Statistics Theory · Mathematics 2024-05-15 Zhangni Pu , Xiaozhuo Zhang , Jiang Hu , Zhidong Bai

We consider the effect of a partial transpose on the limit $*$-distribution of a Haar distributed random unitary matrix. If we fix, $b$, the number of blocks, we show that the partial transpose can be decomposed into a sum of $b$ matrices…

Operator Algebras · Mathematics 2021-05-11 James A. Mingo , Mihai Popa , Kamil Szpojankowski

In random matrix theory, Marchenko-Pastur law states that random matrices with independent and identically distributed entries have a universal asymptotic eigenvalue distribution under large dimension limit, regardless of the choice of…

High Energy Physics - Theory · Physics 2015-05-12 Xiaochuan Lu , Hitoshi Murayama

We revisit the moment method to obtain a slightly strengthened version of the usual semicircular law. Our version assumes only that the upper triangular entries of Hermitian random matrices are independent, have mean zero and variances…

Probability · Mathematics 2019-07-30 Wooyoung Chin

In recent years the Rosenzweig--Porter (RP) ensemble, obtained by adding a diagonal matrix with independent and identically distributed elements to a Gaussian random matrix, has been widely used as a minimal model for the emergence of…

Statistical Mechanics · Physics 2026-01-19 Victor Delapalme , Leticia F. Cugliandolo , Grégory Schehr , Marco Tarzia , Davide Venturelli

We use large-$N$ diagrammatic techniques to calculate the relative entropy of symmetric random states drawn from the Wishart ensemble. These methods are specifically designed for symmetric sectors, allowing us to determine the relative…

High Energy Physics - Theory · Physics 2024-11-28 Mostafa Ghasemi

We consider settings where the observations are drawn from a zero-mean multivariate (real or complex) normal distribution with the population covariance matrix having eigenvalues of arbitrary multiplicity. We assume that the eigenvectors of…

Statistics Theory · Mathematics 2009-01-22 N. Raj Rao , James A. Mingo , Roland Speicher , Alan Edelman

We study entanglement-related properties of random quantum states which are unitarily invariant, in the sense that their distribution is left unchanged by conjugation with arbitrary unitary operators. In the large matrix size limit, the…

Mathematical Physics · Physics 2018-07-09 Ion Nechita

We develop a theory which describes the behaviour of eigenvalues of a class of one-dimensional random non-Hermitian operators introduced recently by Hatano and Nelson. Under general assumptions on random parameters we prove that the…

Condensed Matter · Physics 2009-10-30 Ilya Ya. Goldsheid , Boris A. Khoruzhenko

The spectra of empirical correlation matrices, constructed from multivariate data, are widely used in many areas of sciences, engineering and social sciences as a tool to understand the information contained in typically large datasets. In…

Data Analysis, Statistics and Probability · Physics 2021-08-12 Udaysinh T. Bhosale , S. Harshini Tekur , M. S. Santhanam

In this work we continue the study of the Weyl asymptotics of the distribution of eigenvalues of non-self-adjoint (pseudo)differential operators with small random perturbations, by treating the case of multiplicative perturbations in…

Spectral Theory · Mathematics 2009-12-02 Johannes Sjoestrand

We studied the universality of Wishart ensembles whose covariance matrix has 2 distinct eigenvalues. We studied the asymptotic limit when the number of both eigenvalues goes to infinity and obtained universality results. In this case, the…

Probability · Mathematics 2008-09-26 M. Y. Mo

We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…

Probability · Mathematics 2007-10-31 N. Raj Rao , Alan Edelman

We analytically calculate the average value of i-th largest Schmidt coefficient for random pure quantum states. Schmidt coefficients, i.e., eigenvalues of the reduced density matrix, are expressed in the limit of large Hilbert space size…

Quantum Physics · Physics 2007-05-23 Marko Znidaric

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

Probability · Mathematics 2011-03-03 Sean O'Rourke

We analyze the distribution of eigenvectors for mesoscopic, mean-field perturbations of diagonal matrices in the bulk of the spectrum. Our results apply to a generalized $N\times N$ Rosenzweig-Porter model. We prove that the eigenvectors…

Probability · Mathematics 2020-11-04 Lucas Benigni

Quasiperiodic systems extend the concept of the Anderson transition to quasi-random and low-dimensional realms and have garnered widespread attention. Here, we propose the asymptotic quasiperiodic two-dimensional systems characterized by a…

Mesoscale and Nanoscale Physics · Physics 2025-06-26 Ting-Fung Jeffrey Poon , Yuhao Wan , Yucheng Wang , Xiong-Jun Liu

Randomized measurements are useful for analyzing quantum systems especially when quantum control is not fully perfect. However, their practical realization typically requires multiple rotations in the complex space due to the adoption of…

Quantum Physics · Physics 2025-08-28 Jin-Min Liang , Satoya Imai , Shuheng Liu , Shao-Ming Fei , Otfried Gühne , Qiongyi He

Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…

Disordered Systems and Neural Networks · Physics 2021-05-11 Yan V Fyodorov