Related papers: Bures-Hall Ensemble: Spectral Densities and Averag…
In physics, it is sometimes desirable to compute the so-called \emph{Density Of States} (DOS), also known as the \emph{spectral density}, of a real symmetric matrix $A$. The spectral density can be viewed as a probability density…
We consider ensembles of pure Gaussian states parametrized by single-mode marginals and (optionally) specific mode-mode correlations. Such ensembles provide a model for the final states when isolated quantum systems thermalize, as they can…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
Statistical properties of non--symmetric real random matrices of size $M$, obtained as truncations of random orthogonal $N\times N$ matrices are investigated. We derive an exact formula for the density of eigenvalues which consists of two…
Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a…
Given an ensemble of NxN random matrices, a natural question to ask is whether or not the empirical spectral measures of typical matrices converge to a limiting spectral measure as N --> oo. While this has been proved for many thin…
The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of…
The present paper studies a Gaussian Hermitian random matrix ensemble with external source, given by a fixed diagonal matrix with two eigenvalues a and -a. As a first result, the probability that the eigenvalues of the ensemble belong to a…
We consider the ensemble of adjacency matrices of Erd\H{o}s-R\'{e}nyi random graphs, that is, graphs on $N$ vertices where every edge is chosen independently and with probability $p\equiv p(N)$. We rescale the matrix so that its bulk…
Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for…
We prove that the persistence diagram of the sublevel set filtration of the quadratic form f(x) = x^T M x restricted to the unit sphere S^{n-1} is analytically determined by the eigenvalues of the symmetric matrix M. By Morse theory, the…
We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…
We consider non-gaussian ensembles of random normal matrices with the constraint that the ensembles are invariant under unitary transformations. We show that the level density of eigenvalues exhibits disk to ring transition in the complex…
An algebraic procedure to find extremal density matrices for any Hamiltonian of a qudit system is established. The extremal density matrices for pure states provide a complete description of the system, that is, the energy spectra of the…
We investigate concentration properties of spectral measures of Hermitian random matrices with partially dependent entries. More precisely, let $X_n$ be a Hermitian random matrix of size $n\times n$ that can be split into independent blocks…
A family of unitary $\alpha$-Ensembles of random matrices with governable confinement potential $V(x) ~ |x|^\alpha$ is studied employing exact results of the theory of non-classical orthogonal polynomials. The density of levels, two-point…
In this paper, we present a general framework to solve a fundamental problem in Random Matrix Theory (RMT), i.e., the problem of describing the joint distribution of eigenvalues of the sum $\bsA+\bsB$ of two independent random Hermitian…
We report the results of certain integrations of quantum-theoretic interest, relying, in this regard, upon recently developed parameterizations of Boya et al of the n x n density matrices, in terms of squared components of the unit…
Ensembles of random density matrices determined by various probability measures are analysed. A simple and efficient algorithm to generate at random density matrices distributed according to the Bures measure is proposed. This procedure may…
Divergences that occur in density matrices of decay and scattering processes are shown to be regularized by tracing and unitarity or the optical theorem. These divergences are regularized by the lifetime of the decaying particle or the…