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Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…

Mathematical Physics · Physics 2024-05-06 Michael Brodskiy , Owen L. Howell

We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…

Mathematical Physics · Physics 2025-01-14 Stalin Abraham , A. Bhagwat , Sudhir Ranjan Jain

We present a procedure for averaging one-parameter random unitary groups and random self-adjoint groups. Central to this is a generalization of the notion of weak convergence of a sequence of measures and the corresponding generalization of…

Mathematical Physics · Physics 2021-07-13 John E. Gough , Yurii N. Orlov , Vsevolod Zh. Sakbaev , Oleg G. Smolyanov

There is a unique unitarily-invariant ensemble of $N\times N$ Hermitian matrices with a fixed set of real eigenvalues $a_1 > \dots > a_N$. The joint eigenvalue distribution of the $(N - 1)$ top-left principal submatrices of a random matrix…

Probability · Mathematics 2019-07-30 Cesar Cuenca

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

Mathematical Physics · Physics 2015-05-18 Laszlo Erdos

The tensor flattenings appear naturally in quantum information when one produces a density matrix by partially tracing the degrees of freedom of a pure quantum state. In this paper, we study the joint $^*$-distribution of the flattenings of…

Probability · Mathematics 2023-07-24 Stéphane Dartois , Camille Male , Ion Nechita

Let $\Psi_n$ be a product of $n$ independent, identically distributed random matrices $M$, with the properties that $\Psi_n$ is bounded in $n$, and that $M$ has a deterministic (constant) invariant vector. Assuming that the probability of…

Probability · Mathematics 2008-02-29 Laurent Bruneau , Alain Joye , Marco Merkli

We study the finite-rank frame operators generated by cylinder indicator functions for the Bernoulli Cantor measure $\mu_{p}$. In the symmetric case $p=\frac{1}{2}$, the natural Haar differences diagonalize these operators. For general…

Functional Analysis · Mathematics 2026-04-07 James Tian

We consider operator-valued polynomials in Gaussian Unitary Ensemble random matrices and we show that its $L^p$-norm can be upper bounded, up to an asymptotically small error, by the operator norm of the same polynomial evaluated in free…

Probability · Mathematics 2024-10-31 Félix Parraud

We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral…

Probability · Mathematics 2019-05-08 Elizabeth Meckes , Kathryn Stewart

We use trace class scattering theory to exclude the possibility of absolutely continuous spectrum in a large class of self-adjoint operators with an underlying hierarchical structure and provide applications to certain random hierarchical…

Mathematical Physics · Physics 2019-01-23 Per von Soosten , Simone Warzel

We consider $n\times n$ real symmetric and hermitian random matrices $H_{n,m}$ equals the sum of a non-random matrix $H_{n}^{(0)}$ matrix and the sum of $m$ rank-one matrices determined by $m$ i.i.d. isotropic random vectors with…

Probability · Mathematics 2007-10-09 Alain Pajor , Leonid Pastur

Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…

Probability · Mathematics 2015-03-26 Folkmar Bornemann , Peter J. Forrester

We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…

Probability · Mathematics 2016-06-22 Rowan Killip , Rostyslav Kozhan

In the study of quantum computation, data is represented in terms of linear operators which form a generalized model of probability, and computations are most commonly described as products of unitary transformations, which are the…

Quantum Physics · Physics 2008-12-16 Jonathan Robert Niel de Beaudrap

We study finitely cyclic self-adjoint operators in a Hilbert space, i.e. self-adjoint operators that posses such a finite subset in the domain that the orbits of all its elements with respect to the operator are linearly dense in the space.…

Spectral Theory · Mathematics 2022-12-29 Marcin Moszyński

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

Probability · Mathematics 2020-03-19 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

Devoted to multi-task learning and structured output learning, operator-valued kernels provide a flexible tool to build vector-valued functions in the context of Reproducing Kernel Hilbert Spaces. To scale up these methods, we extend the…

Machine Learning · Computer Science 2018-05-25 Romain Brault , Florence d'Alché-Buc , Markus Heinonen

In this paper, we describe 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 · Mathematics 2012-06-19 Dohy Hong , Gérard Burnside

The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this…

Probability · Mathematics 2016-12-21 Zhigang Bao , Laszlo Erdos , Kevin Schnelli