Related papers: Full expectation value statistics for randomly sam…
Using the remarkable mathematical construct of Eugene Wigner to visualize quantum trajectories in phase space, quantum processes can be described in terms of a quasi-probability distribution analogous to the phase space probability…
We consider ensembles of $N \times N$ Hermitian Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. Assuming sufficient regularity for the probability density…
We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…
It is commonly expected that for quantum chaotic many body systems, the statistical properties approach those of random matrices when increasing the system size. We demonstrate for various kicked spin-1/2 chain models that the average…
A quantum statistical system with energy dissipation is studied. Its statisitics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure in…
In this paper, we study the asymptotic behavior of the extreme eigenvalues and eigenvectors of the high dimensional spiked sample covariance matrices, in the supercritical case when a reliable detection of spikes is possible. Especially, we…
Sample correlation matrices are employed ubiquitously in statistics. However, quite surprisingly, little is known about their asymptotic spectral properties for high-dimensional data, particularly beyond the case of "null models" for which…
We study the eigenstates of quantum systems with large Hilbert spaces, via their distribution of wavefunction amplitudes in a real-space basis. For single-particle 'quantum billiards', these real-space amplitudes are known to have Gaussian…
Polarization quasiprobability distribution defined in the Stokes space shares many important properties with the Wigner function for the position and momentum. Most notably, they both give correct one-dimensional marginal probability…
We derive the probability that all eigenvalues of a random matrix $\bf M$ lie within an arbitrary interval $[a,b]$, $\psi(a,b)\triangleq\Pr\{a\leq\lambda_{\min}({\bf M}), \lambda_{\max}({\bf M})\leq b\}$, when $\bf M$ is a real or complex…
Characterizing the asymptotic distributions of eigenvectors for large random matrices poses important challenges yet can provide useful insights into a range of statistical applications. To this end, in this paper we introduce a general…
We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…
In quantum physics, all measured observables are subject to statistical uncertainties, which arise from the quantum nature as well as the experimental technique. We consider the statistical uncertainty of the so-called sampling method, in…
We investigate the asymptotic behavior of the eigenvalues of spiked perturbations of Wigner matrices when the dimension goes to infinity. The entries of the Hermitian Wigner matrix have a distribution which is symmetric and satisfies a…
The asymptotic normality for a large family of eigenvalue statistics of a general sample covariance matrix is derived under the ultra-high dimensional setting, that is, when the dimension to sample size ratio $p/n \to \infty$. Based on this…
The entanglement spectrum, i.e., the full distribution of Schmidt eigenvalues of the reduced density matrix, contains more information than the conventional entanglement entropy and has been studied recently in several many-particle…
We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…
The envelope of an elliptical Gaussian complex vector, or equivalently, the amplitude or norm of a bivariate normal random vector has application in many weather and signal processing contexts. We explicitly characterize its distribution in…
The eigenvalue statistics of quantum ideal gases with single particle energies $e_n=n^\alpha$ are studied. A recursion relation for the partition function allows to calculate the mean density of states from the asymptotic expansion for the…
The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…