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We determine a positive normalised phase space probability distribution $P$ with minimum mean square fractional deviation from the Wigner distribution $W$ .The minimum deviation, an invariant under phase space rotations, is a quantitative…

Quantum Physics · Physics 2015-06-15 Arunabha S. Roy , S. M. Roy

The real Ginibre spherical ensemble consists of random matrices of the form $A B^{-1}$, where $A,B$ are independent standard real Gaussian $N \times N$ matrices. The expected number of real eigenvalues is known to be of order $\sqrt{N}$. We…

Mathematical Physics · Physics 2025-08-07 Peter J. Forrester

We study ensembles of random symmetric matrices whose entries exhibit certain correlations. Examples are distributions of Curie-Weiss-type. We provide a criterion on the correlations ensuring the validity of Wigner's semicircle law for the…

Mathematical Physics · Physics 2014-02-25 Winfried Hochstättler , Werner Kirsch , Simone Warzel

A statistical model M is a family of probability distributions, characterised by a set of continuous parameters known as the parameter space. This possesses natural geometrical properties induced by the embedding of the family of…

General Relativity and Quantum Cosmology · Physics 2009-10-30 Dorje C. Brody , Lane P. Hughston

Estimating the probability distribution 'q' governing the behaviour of a certain variable by sampling its value a finite number of times most typically involves an error. Successive measurements allow the construction of a histogram, or…

Statistical Mechanics · Physics 2009-11-07 Ines Samengo

The two-dimensional one-component plasma is an ubiquitous model for several vortex systems. For special values of the coupling constant $\beta q^2$ (where $q$ is the particles charge and $\beta$ the inverse temperature), the model also…

Mathematical Physics · Physics 2016-09-20 Fabio Deelan Cunden , Francesco Mezzadri , Pierpaolo Vivo

Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…

Probability · Mathematics 2010-11-16 Christopher Hammond , Steven J. Miller

The random matrix ensembles are applied to the quantum statistical two-dimensional systems of electrons. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

We evaluate, in the large-$N$ limit, the complete probability distribution $\mathcal{P}(A,m)$ of the values $A$ of the sum $\sum_{i=1}^{N} |\lambda_i|^m$, where $\lambda_i$ ($i=1,2,\dots, N$) are the eigenvalues of a Gaussian random matrix,…

Statistical Mechanics · Physics 2024-02-20 Alexander Valov , Baruch Meerson , Pavel V. Sasorov

The statistical properties of random analytic functions psi(z) are investigated as a phase-space model for eigenfunctions of fully chaotic systems. We generalize to the plane and to the hyperbolic plane a theorem concerning the…

chao-dyn · Physics 2015-06-24 P. Leboeuf

The object of study in this paper is the expected $2$-Wasserstein distance between the empirical measures of several point processes and their respective limit. For this, the main tool developed is a smoothing procedure in Euclidean spaces…

Probability · Mathematics 2026-03-20 P. García Arias

We study Wigner function value statistics of classically chaotic quantum maps on compact 2D phase space. We show that the Wigner function statistics of a random state is a Gaussian, with the mean value becoming negligible compared to the…

Quantum Physics · Physics 2007-05-23 Martin Horvat , Tomaz Prosen

We analyze the distribution of eigenvectors for mesoscopic, mean-field perturbations of diagonal matrices in the bulk of the spectrum. Our results apply to a generalized $N\times N$ Rosenzweig-Porter model. We prove that the eigenvectors…

Probability · Mathematics 2020-11-04 Lucas Benigni

The largest eigenvalue of random tensors is an important feature of systems involving disorder, equivalent to the ground state energy of glassy systems or to the injective norm of quantum states. For symmetric Gaussian random tensors of…

High Energy Physics - Theory · Physics 2024-12-16 Nicolas Delporte , Naoki Sasakura

In this paper, convergence rates of the spectral distributions of quaternion self-dual Hermitian matrices are investigated. We show that under conditions of finite 6th moments, the expected spectral distribution of a large quaternion…

Probability · Mathematics 2015-06-18 Yanqing Yin , Zhidong Bai

Analytic expressions for the probability density distribution of the linear entropy and the purity are derived for bipartite pure random quantum states. The explicit distributions for a state belonging to a product of Hilbert spaces of…

Quantum Physics · Physics 2007-10-11 O. Giraud

We provide a summary of both seminal and recent results on typical entanglement. By typical values of entanglement, we refer here to values of entanglement quantifiers that (given a reasonable measure on the manifold of states) appear with…

Quantum Physics · Physics 2014-09-05 Oscar C. O. Dahlsten , Cosmo Lupo , Stefano Mancini , Alessio Serafini

Consider $N\times N$ hermitian or symmetric random matrices $H$ with independent entries, where the distribution of the $(i,j)$ matrix element is given by the probability measure $\nu_{ij}$ with zero expectation and with variance…

Mathematical Physics · Physics 2011-10-27 Laszlo Erdos , Horng-Tzer Yau , Jun Yin

Spherical symmetry arguments are used to produce a general device to convert identities and inequalities for the $p$th absolute moments of real-valued random variables into the corresponding identities and inequalities for the $p$th moments…

Probability · Mathematics 2022-10-14 Iosif Pinelis

We investigate the generic aspects of quantum coherence guided by the concentration of measure phenomenon. We find the average relative entropy of coherence of pure quantum states sampled randomly from the uniform Haar measure and show that…

Quantum Physics · Physics 2016-03-30 Uttam Singh , Lin Zhang , Arun Kumar Pati