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We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…

Probability · Mathematics 2015-09-23 Mohamed Bouali

We exhibit a randomized algorithm which given a matrix $A\in \mathbb{C}^{n\times n}$ with $\|A\|\le 1$ and $\delta>0$, computes with high probability an invertible $V$ and diagonal $D$ such that $\|A-VDV^{-1}\|\le \delta$ using…

Numerical Analysis · Mathematics 2022-07-21 Jess Banks , Jorge Garza-Vargas , Archit Kulkarni , Nikhil Srivastava

Data sets collected at different times and different observing points can possess correlations at different times $and$ at different positions. The doubly correlated Wishart model takes both into account. We calculate the eigenvalue density…

Mathematical Physics · Physics 2015-05-06 Daniel Waltner , Tim Wirtz , Thomas Guhr

In this paper a two-sided, parallel Kogbetliantz-type algorithm for the hyperbolic singular value decomposition (HSVD) of real and complex square matrices is developed, with a single assumption that the input matrix, of order $n$, admits…

Numerical Analysis · Mathematics 2022-05-10 Vedran Novaković , Sanja Singer

In this note we describe the singular locus of diagonally-dominant Hermitian matrices with nonnegative diagonal entries over the reals, the complex numbers, and the quaternions. This yields explicit expressions for the probability that such…

Probability · Mathematics 2014-03-07 Adrien Kassel

The singular values $\sigma >1$ of an $n \times n$ involutory matrix $A$ appear in pairs $(\sigma, \frac{1}{\sigma}),$ while the singular values $\sigma = 1$ may appear in pairs $(1,1)$ or by themselves. The left and right singular vectors…

Numerical Analysis · Mathematics 2019-07-30 Heike Faßbender , Martin Halwaß

Singular-value statistics (SVS) has been recently presented as a random matrix theory tool able to properly characterize non-Hermitian random matrix ensembles [PRX Quantum {\bf 4}, 040312 (2023)]. Here, we perform a numerical study of the…

Applications · Statistics 2024-04-30 J. A. Mendez-Bermudez , R. Aguilar-Sanchez

We present a theoretical method to study driven-dissipative correlated systems on lattices with two spatial dimensions (2D). The steady-state density-matrix of the lattice is obtained by solving the master equation in a corner of the…

Quantum Physics · Physics 2015-08-26 S. Finazzi , A. Le Boité , F. Storme , A. Baksic , C. Ciuti

A finite size scaling is applied to the Yang-Lee zeros of the grand canonical partition function for the 2-D Hubbard model in the complex chemical potential plane. The logarithmic scaling of the imaginary part of the zeros with the system…

Condensed Matter · Physics 2009-10-28 E. Abraham , I. M. Barbour , P. H. Cullen , E. G. Klepfish , E. R. Pike , Sarben Sarkar

A new geometric representation of qubit and qutrit states based on probability simplexes is used to describe the separability and entanglement properties of density matrices of two qubits. The Peres--Horodecki positive partial transpose…

We consider the time evolution of the density matrix $\rho$ in a 2-dimensional complex Hilbert space. We allow for dissipation by adding to the von Neumann equation a term $D[\rho]$, which is of Lindblad type in order to assure complete…

Quantum Physics · Physics 2009-11-07 R. A. Bertlmann , W. Grimus

This is an announcement of conjectures and results concerning the generating series of Euler characteristics of Hilbert schemes of points on surfaces with simple (Kleinian) singularities. For a quotient surface C^2/G with G a finite…

Algebraic Geometry · Mathematics 2015-12-23 Ádám Gyenge , András Némethi , Balázs Szendrői

We analyse the metric properties of $\textit{conditioned}$ quantum state spaces $\mathcal{M}^{(n\times m)}_{\eta}$. These spaces are the convex sets of $nm \times nm$ density matrices that, when partially traced over $m$ degrees of freedom,…

Quantum Physics · Physics 2015-06-22 Simon Milz , Walter T. Strunz

For "large" class $\mathcal{C}$ of continuous probability density functions (p.d.f.), we demonstrate that for every $w\in\mathcal{C}$ there is mixture of discrete Binomial distributions (MDBD) with $T\geq N\sqrt{\phi_{w}/\delta}$ distinct…

Discrete Mathematics · Computer Science 2016-04-22 Gorav Jindal , Pavel Kolev

The ratio between two probability density functions is an important component of various tasks, including selection bias correction, novelty detection and classification. Recently, several estimators of this ratio have been proposed. Most…

Methodology · Statistics 2014-04-30 Rafael Izbicki , Ann B. Lee , Chad M. Schafer

Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions. Many statistics in one can be interpreted in terms of quantities of the other; for example, zeros of…

We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…

Methodology · Statistics 2026-05-19 Bowen Fang , Dario Spanò , Massimiliano Tamborrino

Motivated by the discrete dipole approximation (DDA) for the scattering of electromagnetic waves by a dielectric obstacle that can be considered as a simple discretization of a Lippmann-Schwinger style volume integral equation for…

Numerical Analysis · Mathematics 2025-08-01 Martin Costabel , Monique Dauge , Khadijeh Nedaiasl

The spectral decomposition of a real skew-symmetric matrix $A$ can be mathematically transformed into a specific structured singular value decomposition (SVD) of $A$. Based on such equivalence, a skew-symmetric Lanczos bidiagonalization…

Numerical Analysis · Mathematics 2024-08-20 Jinzhi Huang , Zhongxiao Jia

Extensive numerical integration results lead us to conjecture that the silver mean, that is, s = \sqrt{2}-1 = .414214 plays a fundamental role in certain geometries (those given by monotone metrics) imposable on the 15-dimensional convex…

Quantum Physics · Physics 2009-11-10 Paul B. Slater
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