Related papers: Product matrix processes as limits of random plane…
The partition function for unitary two matrix models is known to be a double KP tau-function, as well as providing solutions to the two dimensional Toda hierarchy. It is shown how it may also be viewed as a Borel sum regularization of…
We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…
Unitary designs are unitary ensembles that emulate Haar-random unitary statistics. They provide a vital tool for studying quantum randomness and have found broad applications in quantum technologies. However, existing research has focused…
We derive analytic expressions for infinite products of random 2x2 matrices. The determinant of the target matrix is log-normally distributed, whereas the remainder is a surprisingly complicated function of a parameter characterizing the…
When numerically simulating the unitary time evolution of an infinite-dimensional quantum system, one is usually led to treat the Hamiltonian $H$ as an "infinite-dimensional matrix" by expressing it in some orthonormal basis of the Hilbert…
In this short note, we study the behaviour of a product of matrices with a simultaneous renormalization. Namely, for any sequence $(A\_n)\_{n\in \mathbb{N}}$ of $d\times d$ complex matrices whose mean $A$ exists and whose norms' means are…
Kronecker products of unitary Fourier matrices play important role in solving multilevel circulant systems by a multidimensional Fast Fourier Transform. They are also special cases of complex Hadamard (Zeilinger) matrices arising in many…
Confining a quantum particle in a compact subinterval of the real line with Dirichlet boundary conditions, we identify the connection of the one-dimensional fractional Schr\"odinger operator with the truncated Toeplitz matrices. We…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
International trade fluxes evolve as countries revise their portfolios of trade products towards economic development. Accordingly products' shares in international trade vary with time, reflecting the transfer of capital between distinct…
Let $U$ be a Haar distributed matrix in $\mathbb U(n)$ or $\mathbb O (n)$. In a previous paper, we proved that after centering, the two-parameter process \[T^{(n)} (s,t) = \sum_{i \leq \lfloor ns \rfloor, j \leq \lfloor nt\rfloor}…
As an extension of the theory of Dyson's Brownian motion models for the standard Gaussian random-matrix ensembles, we report a systematic study of hermitian matrix-valued processes and their eigenvalue processes associated with the chiral…
The distributions of the smallest and largest eigenvalues for the matrix product $Z^\dagger Z$, where $Z$ is an $n \times m$ complex Gaussian matrix with correlations both along rows and down columns, are expressed as $m \times m$…
Let $T$ be an $n\times n$ truncation of an $(n+\alpha)\times (n+\alpha)$ Haar distributed unitary matrix. We consider the disk counting statistics of the eigenvalues of $T$. We prove that as $n\to + \infty$ with $\alpha$ fixed, the…
We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…
We describe the inequalities on the possible eigenvalues of products of unitary matrices in terms of quantum Schubert calculus. Related problems are the existence of flat connections on the punctured two-sphere with prescribed holonomies,…
Dirac particle dynamics is encoded as a unitary path summation rule and implemented on a qubit array, where the qubit array represents both spacetime and the fermions contained therein. The unitary path summation rule gives a quantum…
To each partition $\lambda$ with distinct parts we assign the probability $Q_\lambda(x) P_\lambda(y)/Z$ where $Q_\lambda$ and $P_\lambda$ are the Schur $Q$-functions and $Z$ is a normalization constant. This measure, which we call the…
This paper studies projections of uniform random elements of (co)adjoint orbits of compact Lie groups. Such projections generalize several widely studied ensembles in random matrix theory, including the randomized Horn's problem, the…
Correlation matrices are the sub-class of positive definite real matrices with all entries on the diagonal equal to unity. Earlier work has exhibited a parametrisation of the corresponding Cholesky factorisation in terms of partial…