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In this paper, we obtain a property of the expectation of the inverse of compound Wishart matrices which results from their orthogonal invariance. Using this property as well as results from random matrix theory (RMT), we derive the…

Risk Management · Quantitative Finance 2013-06-25 Benoît Collins , David McDonald , Nadia Saad

When a quantum pure state is drawn uniformly at random from a Hilbert space, the state is typically highly entangled. This property of a random state is known as generic entanglement of quantum states and has been long investigated from…

Quantum Physics · Physics 2020-06-23 Yoshifumi Nakata , Mio Murao

Data represented as covariance-type matrices arise in many fields, including brain functional connectivity and diffusion tensor imaging. We develop the MFM-Wishart, a Bayesian model-based clustering approach for such data that combines…

Methodology · Statistics 2026-05-25 Zongyu Li , Stefano Castruccio , Zhiyong Zhang

We study time evolution of a subsystem's density matrix under unitary evolution, generated by a sufficiently complex, say quantum chaotic, Hamiltonian, modeled by a random matrix. We exactly calculate all coherences, purity and…

Quantum Physics · Physics 2012-03-15 Vinayak , Marko Znidaric

The resource theory of coherence addresses the extent to which quantum properties are present in a given quantum system. While coherence has been extensively studied for individual quantum states, measures of coherence for ensembles of…

Quantum Physics · Physics 2025-10-02 Aleksei Kodukhov

In this paper, we present a general framework to solve a fundamental problem in Random Matrix Theory (RMT), i.e., the problem of describing the joint distribution of eigenvalues of the sum $\bsA+\bsB$ of two independent random Hermitian…

Quantum Physics · Physics 2019-11-14 Lin Zhang , Yixin Jiang , Junde Wu

Hilbert-Schmidt distance is one of the prominent distance measures in quantum information theory which finds applications in diverse problems, such as construction of entanglement witnesses, quantum algorithms in machine learning, and…

Quantum Physics · Physics 2020-08-13 Santosh Kumar

An ensemble of random unistochastic (orthostochastic) matrices is defined by taking squared moduli of elements of random unitary (orthogonal) matrices distributed according to the Haar measure on U(N) (or O(N), respectively). An ensemble of…

Chaotic Dynamics · Physics 2009-11-07 K. Zyczkowski , W. Slomczynski , M. Kus , H. -J. Sommers

In [1] Zhu and Rabitz presented a rapidly convergent iterative algorithm for optimal control of the expectation value of a positive definite observable in a pure-state quantum system. In this paper we generalize this algorithm to a quantum…

Quantum Physics · Physics 2009-10-31 S. G. Schirmer , M. D. Girardeau , J. V. Leahy

A Wishart kernel density estimator (KDE) is introduced for density estimation in the cone of positive definite matrices. The estimator is boundary-aware and mitigates the boundary bias suffered by conventional KDEs, while remaining simple…

Methodology · Statistics 2025-12-10 Léo R. Belzile , Christian Genest , Frédéric Ouimet , Donald Richards

A diagrammatic method is presented for averaging over the circular ensemble of random-matrix theory. The method is applied to phase-coherent conduction through a chaotic cavity (a ``quantum dot'') and through the interface between a normal…

Condensed Matter · Physics 2007-05-23 P. W. Brouwer , C. W. J. Beenakker

We analyze several product measures in the space of mixed quantum states. In particular we study measures induced by the operation of partial tracing. The natural, rotationally invariant measure on the set of all pure states of a N x K…

Quantum Physics · Physics 2009-11-06 Karol Zyczkowski , Hans-Juergen Sommers

Quantum coherence characterizes the non-classical feature of a single party system with respect to a local basis. Based on a recently introduced resource framework, coherence can be regarded as a resource and be systematically manipulated…

Quantum Physics · Physics 2018-09-26 Yunchao Liu , Qi Zhao , Xiao Yuan

The newfound importance of ``entanglement as a resource'' in quantum computation and quantum communication compels us to quantify it in as many distinct ways as possible. Here we explore a new measure of entanglement for mixed quantum…

In this study, we show that the interaction energy plays an important role on the quantum decoherence: If we pay attention to the oscillation phase factor, $e^{-iE_{int}t/\hbar},$ we see that the time average of the macro-system's density…

Quantum Physics · Physics 2011-05-10 Kentaro Urasaki

We consider the statistics of overlaps between a mixed state and its image under random unitary transformations. Choosing the transformations from the unitary group with its invariant (Haar) measure, the distribution of overlaps depends…

Quantum Physics · Physics 2018-08-02 Lázaro Alonso , David Bermudez , Thomas Gorin

Motivated by studies of typical properties of quantum states in statistical mechanics, we introduce phase-random states, an ensemble of pure states with fixed amplitudes and uniformly distributed phases in a fixed basis. We first show that…

Quantum Physics · Physics 2015-03-19 Yoshifumi Nakata , Peter S. Turner , Mio Murao

Quantum coherence is the outcome of the superposition principle. Recently, it has been theorized as a quantum resource, and is the premise of quantum correlations in multipartite systems. It is therefore interesting to study the coherence…

Quantum Physics · Physics 2017-02-21 Asutosh Kumar

We study the average bipartite entanglement entropy of Haar-random pure states in quantum many-body systems with global $\mathrm{SU}(2)$ symmetry, constrained to fixed total spin $J$ and magnetization $J_z = 0$. Focusing on spin-$\tfrac12$…

Quantum Physics · Physics 2025-12-30 Anwesha Chakraborty , Lucas Hackl , Mario Kieburg

Efficient methods for generating pseudo-randomly distributed unitary operators are needed for the practical application of Haar distributed random operators in quantum communication and noise estimation protocols. We develop a theoretical…

Quantum Physics · Physics 2009-11-11 Joseph Emerson , Etera Livine , Seth Lloyd