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We establish a central limit theorem for the eigenvalue counting function of a matrix of real Gaussian random variables.

Probability · Mathematics 2024-03-12 Advay Goel , Patrick Lopatto , Xiaoyu Xie

We provide asymptotic theory for certain functions of the sample autocovariance matrices of a high-dimensional time series with infinite fourth moment. The time series exhibits linear dependence across the coordinates and through time.…

Statistics Theory · Mathematics 2020-01-16 Johannes Heiny , Thomas Mikosch

Quantum phase estimation algorithm has been successfully adapted as a sub frame of many other algorithms applied to a wide variety of applications in different fields. However, the requirement of a good approximate eigenvector given as an…

Quantum Physics · Physics 2016-12-15 Anmer Daskin

We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…

Probability · Mathematics 2013-05-07 Razvan Gurau

We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…

Probability · Mathematics 2025-05-28 Daniel Barzilai , Ohad Shamir

This article presents the first complete application of a quantum time-marching algorithm for simulating multidimensional linear transport phenomena with arbitrary boundaries, whereby the success probabilities are problem intrinsic. The…

Quantum Physics · Physics 2026-04-13 Sergio Bengoechea , Paul Over , Thomas Rung

Time-reversibility measured by the deviation of the perturbed time-reversed motion from the unperturbed one is examined for normal quantum diffusion exhibited by four classes of quantum maps with contrastive physical nature. Irrespective of…

Disordered Systems and Neural Networks · Physics 2015-05-19 Hiroaki S. Yamada , Kensuke S. Ikeda

We provide some asymptotic theory for the largest eigenvalues of a sample covariance matrix of a p-dimensional time series where the dimension p = p_n converges to infinity when the sample size n increases. We give a short overview of the…

Statistics Theory · Mathematics 2016-04-27 Richard Davis , Johannes Heiny , Thomas Mikosch , Xiaolei Xie

This paper establishes a comparison theorem for the maximum eigenvalue of a sum of independent random symmetric matrices. The theorem states that the maximum eigenvalue of the matrix sum is dominated by the maximum eigenvalue of a Gaussian…

Probability · Mathematics 2026-03-17 Joel A. Tropp

This paper presents a hybrid variational quantum algorithm that finds a random eigenvector of a unitary matrix with a known quantum circuit. The algorithm is based on the SWAP test on trial states generated by a parametrized quantum…

Quantum Physics · Physics 2025-01-14 Juan Carlos Garcia-Escartin

A fast implicit QR algorithm for eigenvalue computation of low rank corrections of unitary matrices is adjusted to work with matrix pencils arising from polynomial zerofinding problems . The modified QZ algorithm computes the generalized…

Numerical Analysis · Mathematics 2014-10-09 Paola Boito , Yuli Eidelman , Luca Gemignani

We develop a unified approach to universality of local scaling limits for eigenvalues of random normal matrices, or equivalently for planar Coulomb gases at inverse temperature $\beta=2$. The approach is direct in that it does not rely on…

Probability · Mathematics 2025-11-25 Joakim Cronvall , Aron Wennman

The architecture of circuital quantum computers requires computing layers devoted to compiling high-level quantum algorithms into lower-level circuits of quantum gates. The general problem of quantum compiling is to approximate any unitary…

Quantum Physics · Physics 2021-09-21 Lorenzo Moro , Matteo G. A. Paris , Marcello Restelli , Enrico Prati

Algorithms to compute the quantum Fourier transform over a cyclic group are fundamental to many quantum algorithms. This paper describes such an algorithm and gives a proof of its correctness, tightening some claimed performance bounds…

Quantum Physics · Physics 2007-05-23 Chris Lomont

In this paper, we consider the universality of the local eigenvalue statistics of random matrices. Our main result shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence, we…

Probability · Mathematics 2010-06-30 Terence Tao , Van Vu

Quantum query complexity is known to be characterized by the so-called quantum adversary bound. While this result has been proved in the standard discrete-time model of quantum computation, it also holds for continuous-time (or…

Quantum Physics · Physics 2015-07-01 Mathieu Brandeho , Jérémie Roland

Consider $N\times N$ symmetric one-dimensional random band matrices with general distribution of the entries and band width $W \geq N^{3/4+\varepsilon}$ for any $\varepsilon>0$. In the bulk of the spectrum and in the large $N$ limit, we…

Probability · Mathematics 2018-07-05 Paul Bourgade , Horng-Tzer Yau , Jun Yin

This article provides a central limit theorem for a consistent estimator of population eigenvalues with large multiplicities based on sample covariance matrices. The focus is on limited sample size situations, whereby the number of…

Probability · Mathematics 2011-08-31 Jianfeng Yao , Romain Couillet , Jamal Najim , Merouane Debbah

Randomized quantum algorithms have been proposed in the context of quantum simulation and quantum linear algebra with the goal of constructing shallower circuits than methods based on block encodings. While the algorithmic complexities of…

Quantum Physics · Physics 2025-10-16 Siddharth Hariprakash , Roel Van Beeumen , Katherine Klymko , Daan Camps

We prove edge universality of local eigenvalue statistics for orthogonal invariant matrix models with real analytic potentials and one interval limiting spectrum. Our starting point is the result of \cite{S:08} on the representation of the…

Mathematical Physics · Physics 2015-05-13 Maria Shcherbina