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We consider a protocol to perform the optimal quantum state discrimination of $N$ linearly independent non-orthogonal pure quantum states and present a computational code. Through the extension of the original Hilbert space, it is possible…

Quantum Physics · Physics 2016-09-08 Wilson R. M. Rabelo , Alexandre G. Rodrigues , Reinaldo O. Vianna

The random matrix ensembles (RME), especially Gaussian random matrix ensembles GRME and Ginibre random matrix ensembles, are applied to following quantum systems: nuclear systems, molecular systems, and two-dimensional electron systems…

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

We consider the problem of parameter estimation from a generalized linear model with a random design matrix that is orthogonally invariant in law. Such a model allows the design have an arbitrary distribution of singular values and only…

Statistics Theory · Mathematics 2026-02-11 Yihan Zhang , Hong Chang Ji , Ramji Venkataramanan , Marco Mondelli

We investigate the statistical properties of the complexness parameter which characterizes uniquely complexness (biorthogonality) of resonance eigenstates of open chaotic systems. Specifying to the regime of isolated resonances, we apply…

Other Condensed Matter · Physics 2009-11-10 Charles Poli , Dmitry Savin , Olivier Legrand , Fabrice Mortessagne

Evaluating joint probabilities of potential outcomes and observed variables, and their linear combinations, is a fundamental challenge in causal inference. This paper addresses the bounding and identification of these probabilities in…

Machine Learning · Statistics 2026-02-24 Naoya Hashimoto , Yuta Kawakami , Jin Tian

The random matrix ensembles are applied to the quantum chaotic systems. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The linear operators describing the…

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

Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…

Machine Learning · Statistics 2024-03-04 Xumei Xi , Christina Lee Yu , Yudong Chen

The density matrix is a positive semidefinite operator of trace 1 characterizing the state of a quantum system. We consider the inverse problem to reconstruct such density matrices from indirect measurements, also known as quantum state…

Numerical Analysis · Mathematics 2026-03-06 Florian Oberender , Thorsten Hohage

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…

Condensed Matter · Physics 2009-10-28 V. Freilikher , E. Kanzieper , I. Yurkevich

We propose to study unitary matrix ensembles defined in terms of unitary stochastic transition matrices associated with Markov processes on graphs. We argue that the spectral statistics of such an ensemble (after ensemble averaging) depends…

Chaotic Dynamics · Physics 2009-11-07 Gregor Tanner

A finite dimensional quantum system for which the quantum chaos conjecture applies has eigenstates, which show the same statistical properties than the column vectors of random orthogonal or unitary matrices. Here, we consider the different…

Mathematical Physics · Physics 2017-10-05 L. Alonso , T. Gorin

Multiple orthogonal polynomials are a generalization of orthogonal polynomials in which the orthogonality is distributed among a number of orthogonality weights. They appear in random matrix theory in the form of special determinantal point…

Classical Analysis and ODEs · Mathematics 2015-01-20 Arno B. J. Kuijlaars

Probabilistic algorithms are applied to prove theorems about the finite general linear and unitary groups which are typically proved by techniques such as character theory and Moebius inversion. Among the theorems studied are Steinberg's…

Group Theory · Mathematics 2007-05-23 Jason Fulman

We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers , Peter J. Forrester

We establish the first mathematically rigorous link between Bayesian, variational Bayesian, and ensemble methods. A key step towards this it to reformulate the non-convex optimisation problem typically encountered in deep learning as a…

Machine Learning · Statistics 2023-10-24 Veit David Wild , Sahra Ghalebikesabi , Dino Sejdinovic , Jeremias Knoblauch

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

Probability · Mathematics 2009-09-08 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

Spectral and numerical properties of classes of random orthogonal butterfly matrices, as introduced by Parker (1995), are discussed, including the uniformity of eigenvalue distributions. These matrices are important because the…

Numerical Analysis · Mathematics 2019-08-26 Thomas Trogdon

Two discrete dynamical systems are discussed and analyzed whose trajectories encode significant explicit information about a number of problems in combinatorial probability, including graphical enumeration on Riemann surfaces and random…

Exactly Solvable and Integrable Systems · Physics 2019-01-25 Tova Brown , Nicholas M. Ercolani

We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…

Numerical Analysis · Mathematics 2021-02-25 Massimiliano Fasi , Leonardo Robol
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