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For general non-Gaussian distributions, the covariance and precision matrices do not encode the independence structure of the variables, as they do for the multivariate Gaussian. This paper builds on previous work to show that for a class…

Machine Learning · Computer Science 2025-08-18 Ujas Shah , Manuel Lladser , Rebecca Morrison

We develop a method for the random sampling of (multimode) Gaussian states in terms of their covariance matrix, which we refer to as a random quantum covariance matrix (RQCM). We analyze the distribution of marginals and demonstrate that…

Quantum Physics · Physics 2024-08-19 Leevi Leppäjärvi , Ion Nechita , Ritabrata Sengupta

We consider the effect of a partial transpose on the limit $*$-distribution of a Haar distributed random unitary matrix. If we fix, $b$, the number of blocks, we show that the partial transpose can be decomposed into a sum of $b$ matrices…

Operator Algebras · Mathematics 2021-05-11 James A. Mingo , Mihai Popa , Kamil Szpojankowski

A number of ideas and questions related to the construction of quantum processes are discussed. Quantum state extension, entanglement and asymptotic behaviour of the entropy are some of the issues explored. These topics are studied in more…

Quantum Physics · Physics 2017-08-23 Mark Fannes , Jeroen Wouters

In this paper, we generalize a permutation model for free random variables which was first proposed by Biane in \cite{biane}. We also construct its classical probability analogue, by replacing the group of permutations with the group of…

Probability · Mathematics 2015-02-12 Florent Benaych-Georges , Ion Nechita

We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…

Probability · Mathematics 2013-09-17 Kim Dang , Dirk Zeindler

In this paper, we examine how various notions of independence in non-commutative probability theory arise in bi-free probability. We exhibit how Boolean and monotone independence occur from bi-free pairs of faces and establish a Kac/Loeve…

Operator Algebras · Mathematics 2016-09-08 Paul Skoufranis

We present an overview of selected topics in random permutations and random partitions highlighting analogies with random matrix theory.

Combinatorics · Mathematics 2011-04-22 Grigori Olshanski

Matrix Schubert varieties are certain varieties in the affine space of square matrices which are determined by specifying rank conditions on submatrices. We study these varieties for generic matrices, symmetric matrices, and upper…

Algebraic Geometry · Mathematics 2016-09-14 Alex Fink , Jenna Rajchgot , Seth Sullivant

In this article we introduce powerful tools and techniques from invariant theory to free analysis. This enables us to study free maps with involution. These maps are free noncommutative analogs of real analytic functions of several…

Rings and Algebras · Mathematics 2019-08-15 Igor Klep , Špela Špenko

For any family of $N\times N$ random matrices $(\mathbf{A}_k)_{k\in K}$ which is invariant, in law, under unitary conjugation, we give general sufficient conditions for central limit theorems for random variables of the type…

Probability · Mathematics 2017-03-01 Florent Benaych-Georges , Guillaume Cébron , Jean Rochet

We provide an informal introduction to tensor field theories and to their associated renormalization group. We focus more on the general motivations coming from quantum gravity than on the technical details. In particular we discuss how…

Mathematical Physics · Physics 2016-07-18 Vincent Rivasseau

Matrices are said to behave as free non-commuting random variables if the action which governs their dynamics constrains only their eigenvalues, i.e. depends on traces of powers of individual matrices. The authors use recently developed…

High Energy Physics - Theory · Physics 2009-10-30 Michael Engelhardt , Shimon Levit

The paper deals with the asymptotic behavior of the bridge of a Gaussian process conditioned to stay in $n$ fixed points at $n$ fixed past instants. In particular, functional large deviation results are stated for small time. Several…

Probability · Mathematics 2016-04-06 L. Caramellino , B. Pacchiarotti

We construct a family of random matrix models for the q-deformed Gaussian random variables G_\mu=a_\mu+a^\star_\mu where the annihilation operators a_\mu and creation operators a^\star_\nu fulfil the q-deformed commutation relation a_\mu…

Probability · Mathematics 2009-10-31 Piotr Sniady

We consider Gaussian fields of real symmetric, complex Hermitian or quaternionic Hermitian matrices over an electrical network, and describe how the isomorphisms between these fields and random walks give rise to topological expansions…

Probability · Mathematics 2022-08-31 Titus Lupu

We study asymptotic state transformations in continuous variable quantum resource theories. In particular, we prove that monotones displaying lower semicontinuity and strong superadditivity can be used to bound asymptotic transformation…

Quantum Physics · Physics 2023-04-27 Giovanni Ferrari , Ludovico Lami , Thomas Theurer , Martin B. Plenio

We study the distribution of singular values of product of random matrices pertinent to the analysis of deep neural networks. The matrices resemble the product of the sample covariance matrices, however, an important difference is that the…

Mathematical Physics · Physics 2022-07-05 L. Pastur , V. Slavin

Asymptotic properties of a vector of length power functionals of random geometric graphs are investigated. More precisely, its asymptotic covariance matrix is studied as the intensity of the underlying homogeneous Poisson point process…

Probability · Mathematics 2022-07-13 Matthias Reitzner , Tim Römer , Mandala von Westenholz

In a recent paper we have suggested that a formulation of quantum mechanics should exist, which does not require the concept of time, and that the appropriate mathematical language for such a formulation is noncommutative differential…

General Relativity and Quantum Cosmology · Physics 2015-06-25 T. P. Singh