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In this survey, we discuss some basic problems concerning random matrices with discrete distributions. Several new results, tools and conjectures will be presented.
We study the quantum entanglement caused by unitary operators that have classical limits that can range from the near integrable to the completely chaotic. Entanglement in the eigenstates and time-evolving arbitrary states is studied…
Euclidean random matrices appear in a broad class of physical problems involving disorder. The problem of determining their spectra can be mapped, using the replica method, into the study of a scalar field theory with an interaction of the…
The goal of these expository notes is to give an introduction to random matrices for non-specialist of this topic focusing on the link between random matrices and systems of particles in interaction. We first recall some general results…
Random unitary matrices find a number of applications in quantum information science, and are central to the recently defined boson sampling algorithm for photons in linear optics. We describe an operationally simple method to directly…
Grids - the collection of heterogeneous computers spread across the globe - present a new paradigm for the large scale problems in variety of fields. We discuss two representative cases in the area of condensed matter physics outlining the…
Pencils of Hankel matrices whose elements have a joint Gaussian distribution with nonzero mean and not identical covariance are considered. An approximation to the distribution of the squared modulus of their determinant is computed which…
Objective: To figure out the underlying physics of QFTs by following the Feynman heuristics lore: I think equation guessing might be the best method to proceed to obtain the laws for the part of physics which is presently unknown.…
We describe the resolvent approach for the rigorous study of the mescoscopic regime of Hermitian matrix spectra. We present results reflecting the universal behavior of the smoothed density of eigenvalue distribution of large random…
In this paper, we give random matrix theory approach to the quantum mechanics using the quantum Hamilton-Jacobi formalism. We show that the bound state problems in quantum mechanics are analogous to solving Gaussian unitary ensemble of…
We study the real algebraic variety of real symmetric matrices with eigenvalue multiplicities determined by a partition. We present formulas for the dimension and Euclidean distance degree. We give a parametrization by rational functions.…
It is well known that density matrices can be used in quantum mechanics to represent the information available to an observer about either a system with a random wave function (``statistical mixture'') or a system that is entangled with…
We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…
We investigate concentration properties of spectral measures of Hermitian random matrices with partially dependent entries. More precisely, let $X_n$ be a Hermitian random matrix of size $n\times n$ that can be split into independent blocks…
This is a concise review of the complex, real and quaternion real Ginibre random matrix ensembles and their elliptic deformations. Eigenvalue correlations are exactly reduced to two-point kernels and discussed in the strongly and weakly…
We provide a self-contained introduction to random matrices. While some applications are mentioned, our main emphasis is on three different approaches to random matrix models: the Coulomb gas method and its interpretation in terms of…
We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…
The quantum density matrix generalises the classical concept of probability distribution to quantum theory. It gives the complete description of a quantum state as well as the observable quantities that can be extracted from it. Its…
Over the past decades, a great body of theoretical and mathematical work has been devoted to random-matrix descriptions of open quantum systems. In these notes, based on lectures delivered at the Les Houches Summer School "Stochastic…
The topic of this paper is the typical behavior of the spectral measures of large random matrices drawn from several ensembles of interest, including in particular matrices drawn from Haar measure on the classical Lie groups, random…