Related papers: General truncated linear statistics for the top ei…
Given a certain invariant random matrix ensemble characterised by the joint probability distribution of eigenvalues $P(\lambda_1,\ldots,\lambda_N)$, many important questions have been related to the study of linear statistics of eigenvalues…
Invariant ensembles of random matrices are characterized by the distribution of their eigenvalues $\{\lambda_1,\cdots,\lambda_N\}$. We study the distribution of truncated linear statistics of the form $\tilde{L}=\sum_{i=1}^p f(\lambda_i)$…
An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…
We consider the classical Coulomb gas in two dimensions at the inverse temperature $\beta=2$, confined within a droplet of radius $R$ by a rotationally invariant potential $U(r)$. For $U(r)\sim r^2$ this describes the eigenvalues of the…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
In the last decade, spectral linear statistics on large dimensional random matrices have attracted significant attention. Within the physics community, a privileged role has been played by invariant matrix ensembles for which a two…
We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…
In this paper, we study the probability distribution of the observable $s = (1/N)\sum_{i=N-N'+1}^N x_i$, with $1 \leq N' \leq N$ and $x_1<x_2<\cdots< x_N$ representing the ordered positions of $N$ particles in a $1d$ one-component plasma,…
We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
This paper investigates local spectral statistics of singular values for many products of independent large rectangular matrices, sampled from the ensemble of truncated unitary matrices with the invariant Haar measure. Our main contribution…
Using the Coulomb gas method and standard methods of statistical physics, we compute analytically the joint cumulative probability distribution of the extreme eigenvalues of the Jacobi-MANOVA ensemble of random matrices, in the limit of…
Products of truncated unitary matrices, independently and uniformly drawn from the unitary group, can be used to study universal aspects of monitored quantum circuits. The von Neumann entropy of the corresponding density matrix decreases…
We introduce a powerful analytic method to study the statistics of the number $\mathcal{N}_{\textbf{A}}(\gamma)$ of eigenvalues inside any contour $\gamma \in \mathbb{C}$ for infinitely large non-Hermitian random matrices ${\textbf A}$. Our…
The non-extensive canonical ensemble theory is reconsidered with the method of Lagrange multipliers by maximizing Tsallis entropy, with the constraint that the normalized term of Tsallis' $q-$average of physical quantities, the sum $\sum…
We study the global fluctuations for linear statistics of the form $\sum_{i=1}^n f(\lambda_i)$ as $n \rightarrow \infty$, for $C^1$ functions $f$, and $\lambda_1, ..., \lambda_n$ being the eigenvalues of a (general) $\beta$-Jacobi ensemble,…
We prove that the squared singular values of a fixed matrix multiplied with a truncation of a Haar distributed unitary matrix are distributed by a polynomial ensemble. This result is applied to a multiplication of a truncated unitary matrix…
We provide an efficient algorithm for the classical problem, going back to Galton, Pearson, and Fisher, of estimating, with arbitrary accuracy the parameters of a multivariate normal distribution from truncated samples. Truncated samples…
Let X Nv(0, {\Lambda}) be a normal vector in v dimensions, where {\Lambda} is diagonal. With reference to the truncated distribution of X on the interior of a v-dimensional Euclidean ball, we completely prove a variance inequality and a…
We compute the full order statistics of a one-dimensional gas of fermions in a harmonic trap at zero temperature, including its large deviation tails. The problem amounts to computing the probability distribution of the $k$th smallest…