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Given any fixed $N \times N$ positive semi-definite diagonal matrix $G\ge 0$ we derive the explicit formula for the density of complex eigenvalues for random matrices $A$ of the form $A=U\sqrt{G}$} where the random unitary matrices $U$ are…

Mathematical Physics · Physics 2009-11-13 Yi Wei , Yan V. Fyodorov

We propose a generalization of meanders, i.e., configurations of non-selfintersecting loops crossing a line through a given number of points, to SU(N). This uses the reformulation of meanders as pairs of reduced elements of the…

High Energy Physics - Theory · Physics 2009-10-30 P. Di Francesco

Following E. Wigner's original vision, we prove that sampling the eigenvalue gaps within the bulk spectrum of a fixed (deformed) Wigner matrix $H$ yields the celebrated Wigner-Dyson-Mehta universal statistics with high probability.…

Mathematical Physics · Physics 2024-04-18 Giorgio Cipolloni , László Erdős , Dominik Schröder

These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…

Mathematical Physics · Physics 2014-11-18 Yan V. Fyodorov

Solving the generalized eigenvalue problem is a useful method for finding energy eigenstates of large quantum systems. It uses projection onto a set of basis states which are typically not orthogonal. One needs to invert a matrix whose…

Nuclear Theory · Physics 2023-04-05 Caleb Hicks , Dean Lee

A number of random matrix ensembles permitting exact determination of their eigenvalue and eigenvector statistics maintain this property under a rank $1$ perturbation. Considered in this review are the additive rank $1$ perturbation of the…

Mathematical Physics · Physics 2022-01-24 Peter J. Forrester

In this paper, we have established a new framework of truncated inverse sampling for estimating mean values of non-negative random variables such as binomial, Poisson, hyper-geometrical, and bounded variables. We have derived explicit…

Statistics Theory · Mathematics 2013-11-05 Xinjia Chen

In this paper, we present a unified analysis of matrix completion under general low-dimensional structural constraints induced by {\em any} norm regularization. We consider two estimators for the general problem of structured matrix…

Machine Learning · Statistics 2018-11-26 Suriya Gunasekar , Arindam Banerjee , Joydeep Ghosh

We construct irreducible unitary representations of a finitely generated free group which are weakly contained in the left regular representation and in which a given linear combination of the generators has an eigenvalue. When the…

Operator Algebras · Mathematics 2007-05-23 William L. Paschke

We present a simple solution to a question posed by Candes, Romberg and Tao on the uniform uncertainty principle for Bernoulli random matrices. More precisely, we show that a rectangular k*n random subgaussian matrix (with k < n) has the…

Statistics Theory · Mathematics 2007-06-13 Shahar Mendelson , Alain Pajor , Nicole Tomczak-Jaegermann

In order to have a better understanding of finite random matrices with non-Gaussian entries, we study the $1/N$ expansion of local eigenvalue statistics in both the bulk and at the hard edge of the spectrum of random matrices. This gives…

Probability · Mathematics 2016-06-28 Alan Edelman , A. Guionnet , S. Péché

Truncated singular value decomposition is a reduced version of the singular value decomposition in which only a few largest singular values are retained. This paper presents a novel perturbation analysis for the truncated singular value…

Numerical Analysis · Mathematics 2021-06-01 Trung Vu , Evgenia Chunikhina , Raviv Raich

The entanglement of eigenstates in two coupled, classically chaotic kicked tops is studied in dependence of their interaction strength. The transition from the non-interacting and unentangled system towards full random matrix behavior is…

Quantum Physics · Physics 2020-03-04 Tabea Herrmann , Maximilian F. I. Kieler , Felix Fritzsch , Arnd Bäcker

We consider a new kind of straight and shifted plane partitions/Young tableaux --- ones whose diagrams are no longer of partition shape, but rather Young diagrams with boxes erased from their upper right ends. We find formulas for the…

Combinatorics · Mathematics 2012-05-31 Greta Panova

We discuss a generalized quantum microcanonical ensemble. It describes isolated systems that are not necessarily in an eigenstate of the Hamilton operator. Statistical averages are obtained by a combination of a time average and a maximum…

Quantum Physics · Physics 2009-11-13 Jan Naudts , Erik Van der Straeten

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…

Probability · Mathematics 2019-04-12 Elizabeth Meckes , Kathryn Stewart

The diagonalization of matrices may be the top priority in the application of modern physics. In this paper, we numerically demonstrate that, for real symmetric random matrices with non-positive off-diagonal elements, a universal scaling…

Quantum Physics · Physics 2020-11-06 Wei Pan , Jing Wang , Deyan Sun

A highly anticipated use of quantum computers is the simulation of complex quantum systems including molecules and other many-body systems. One promising method involves directly applying a linear combination of unitaries (LCU) to…

Quantum Physics · Physics 2022-02-02 Richard Meister , Simon C. Benjamin , Earl T. Campbell

In statistical physics, the challenging combinatorial enumeration of the configurations of a system subject to hard constraints (microcanonical ensemble) is mapped to a mathematically easier calculation where the constraints are softened…

Statistical Mechanics · Physics 2017-11-01 Tiziano Squartini , Diego Garlaschelli

In this paper, we introduce the $k\times n$ (with $k\leq n$) truncated, supplemented Pascal matrix which has the property that any $k$ columns form a linearly independent set. This property is also present in Reed-Solomon codes; however,…

Combinatorics · Mathematics 2018-03-16 M. Hua , S. B. Damelin , J. Sun , M. Yu