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We show that the empirical eigenvalue measure for sum of $d$ independent Haar distributed $n$-dimensional unitary matrices, converge for $n \to \infty$ to the Brown measure of the free sum of $d$ Haar unitary operators. The same applies for…

Probability · Mathematics 2013-07-05 Anirban Basak , Amir Dembo

Let $U$ be a matrix chosen randomly, with respect to Haar measure, from the unitary group $U(d).$ We express the moments of the trace of any submatrix of $U$ as a sum over partitions whose terms count certain standard and semistandard Young…

Combinatorics · Mathematics 2007-05-23 Jonathan Novak

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

In this paper, we define the general framework to describe the diffusion operators associated to a positive matrix. We define the equations associated to diffusion operators and present some general properties of their state vectors. We…

Numerical Analysis · Computer Science 2013-01-15 Dohy Hong , Fabien Mathieu , Gérard Burnside

We investigate the statistical properties of $C=uvu^{-1}v^{-1}$, when $u$ and $v$ are independent random matrices, uniformly distributed with respect to the Haar measure of the groups $U(N)$ and $O(N)$. An exact formula is derived for the…

Mathematical Physics · Physics 2022-11-07 Pedro H. S. Palheta , Marcelo R. Barbosa , Marcel Novaes

We prove that the squared singular values of a fixed matrix multiplied with a truncation of a Haar distributed unitary matrix are distributed by a polynomial ensemble. This result is applied to a multiplication of a truncated unitary matrix…

Probability · Mathematics 2018-07-31 Mario Kieburg , Arno B. J. Kuijlaars , Dries Stivigny

New insight into the correspondence between Quantum Chaos and Random Matrix Theory is gained by developing a semiclassical theory for the autocorrelation function of spectral determinants. We study in particular the unitary operators which…

chao-dyn · Physics 2016-08-31 U. Smilansky

The level spacing distributions in the Gaussian Unitary Ensemble, both in the ``bulk of the spectrum,'' given by the Fredholm determinant of the operator with the sine kernel ${\sin \pi(x-y) \over \pi(x-y)}$ and on the ``edge of the…

High Energy Physics - Theory · Physics 2008-02-03 John Harnad , Craig A. Tracy , Harold Widom

A one-parameter random matrix model is proposed for describing the statistics of the local amplitudes and phases of electron eigenfunctions in a mesoscopic quantum dot in an arbitrary magnetic field. Comparison of the statistics obtained…

Condensed Matter · Physics 2009-10-28 E. Kanzieper , V. Freilikher

We provide an elementary proof for a theorem due to Petz and R\'effy which states that for a random $n\times n$ unitary matrix with distribution given by the Haar measure on the unitary group U(n), the upper left (or any other) $k\times k$…

Probability · Mathematics 2007-12-04 Christian Mastrodonato , Roderich Tumulka

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

Probability · Mathematics 2019-04-12 Elizabeth Meckes , Kathryn Stewart

We use the well-known isomorphism between operator algebras and function spaces equipped with a star product to study the asymptotic properties of certain matrix sequences in which the matrix dimension $D$ tends to infinity. Our approach is…

Mathematical Physics · Physics 2015-06-05 J. N. Kriel , F. G. Scholtz

We study the effect of highly oscillatory potentials to the eigenvalues of a random matrix. Consider the circular unitary ensembles with an external potential which is periodic with the period comparable to the average spacing of the…

Probability · Mathematics 2013-06-06 Jinho Baik

We analyze composed quantum systems consisting of $k$ subsystems, each described by states in the $n$-dimensional Hilbert space. Interaction between subsystems can be represented by a graph, with vertices corresponding to individual…

Quantum Physics · Physics 2014-01-03 Paweł Kondratiuk , Karol Życzkowski

We apply symmetric function theory to study random processes formed by singular values of products of truncations of Haar distributed symplectic and orthogonal matrices. These product matrix processes are degenerations of Macdonald…

Mathematical Physics · Physics 2021-05-04 Andrew Ahn , Eugene Strahov

The Eigendecomposition of quadratic forms (symmetric matrices) guaranteed by the spectral theorem is a foundational result in applied mathematics. Motivated by a shared structure found in inferential problems of recent interest---namely…

Machine Learning · Computer Science 2018-02-26 Mikhail Belkin , Luis Rademacher , James Voss

We present a Hilbert space approach to the limit joint *-distributions of complex independent Gaussian random matrices. For that purpose, we use a suitably defined family of creation and annihilation operators living in some direct integral…

Operator Algebras · Mathematics 2020-04-03 Romuald Lenczewski

A new method to enclose the pseudospectrum via the numerical range of the inverse of a matrix or linear operator is presented. The method is applied to finite-dimensional discretizations of an operator on an infinite-dimensional Hilbert…

Spectral Theory · Mathematics 2020-11-06 Andreas Frommer , Birgit Jacob , Lukas Vorberg , Christian Wyss , Ian Zwaan

We describe how self-adjoint ordered operator spaces, also called non-unital operator systems in the literature, can be understood as $*$-vector spaces equipped with a matrix gauge structure. We explain how this perspective has several…

Operator Algebras · Mathematics 2022-12-29 Travis B. Russell

We study how iterated and composed completely positive maps act on operator-valued kernels. Each kernel is realized inside a single Hilbert space where composition corresponds to applying bounded creation operators to feature vectors. This…

Functional Analysis · Mathematics 2025-11-18 James Tian