Related papers: Emergent random matrix universality in quantum ope…
We study the time dynamics of random density matrices generated by evolving the same pure state using a Gaussian orthogonal ensemble (GOE) of Hamiltonians. We show that the spectral statistics of the resulting mixed state is well described…
We present simple, user-friendly bounds for the expected operator norm of a random kernel matrix under general conditions on the kernel function $k(\cdot,\cdot)$. Our approach uses decoupling results for U-statistics and the non-commutative…
Maximum entropy inference and learning of graphical models are pivotal tasks in learning theory and optimization. This work extends algorithms for these problems, including generalized iterative scaling (GIS) and gradient descent (GD), to…
Quantization techniques have been applied in many challenging finance applications, including pricing claims with path dependence and early exercise features, stochastic optimal control, filtering problems and efficient calibration of large…
General first-order methods (GFOM) are a flexible class of iterative algorithms which update a state vector by matrix-vector multiplications and entrywise nonlinearities. A long line of work has sought to understand the large-n dynamics of…
Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…
We consider the local eigenvalue distribution of large self-adjoint $N\times N$ random matrices $\mathbf{H}=\mathbf{H}^*$ with centered independent entries. In contrast to previous works the matrix of variances $s_{ij} = \mathbb{E}\,…
Previously referred to as `miraculous' in the scientific literature because of its powerful properties and its wide application as optimal solution to the problem of induction/inference, (approximations to) Algorithmic Probability (AP) and…
We study Jackiw-Teitelboim gravity with positive cosmological constant as a model for de Sitter quantum gravity. We focus on the quantum mechanics of the model at past and future infinity. There is a Hilbert space of asymptotic states and…
A distributional route to Gaussianity, associated with the concept of Conservative Mixing Transformations in ensembles of random vector-valued variables, is proposed. This route is completely different from the additive mechanism…
The simulation of quantum transport in nanodevices requires the solution of the Dyson and Keldysh equations, a task dominated by the inversion of massive, block-tridiagonal matrices. While the Recursive Green's Function (RGF) method has…
We prove that the local eigenvalue statistics of real symmetric Wigner-type matrices near the cusp points of the eigenvalue density are universal. Together with the companion paper [arXiv:1809.03971], which proves the same result for the…
Grover's algorithm is a fundamental quantum algorithm that achieves a quadratic speedup for unstructured search problems of size $N$. Recent studies have reformulated this task as a maximization problem on the unitary manifold and solved it…
Memory effects in open quantum dynamics are often incorporated in the equation of motion through a superoperator known as the memory kernel, which encodes how past states affect future dynamics. However, the usual prescription for…
The eigenvalue problem of quantum many-body systems is a fundamental and challenging subject in condensed matter physics, since the dimension of the Hilbert space (and hence the required computational memory and time) grows exponentially as…
We consider random Hermitian matrices made of complex or real $M\times N$ rectangular blocks, where the blocks are drawn from various ensembles. These matrices have $N$ pairs of opposite real nonvanishing eigenvalues, as well as $M-N$ zero…
We consider maximum likelihood estimation for Gaussian Mixture Models (Gmms). This task is almost invariably solved (in theory and practice) via the Expectation Maximization (EM) algorithm. EM owes its success to various factors, of which…
It has been proposed that random wide neural networks near Gaussian process are quantum field theories around Gaussian fixed points. In this paper, we provide a novel map with which a wide class of quantum mechanical systems can be cast…
Accurate learning of system dynamics is becoming increasingly crucial for advanced control and decision-making in engineering. However, real-world systems often exhibit multiple channels and highly nonlinear transition dynamics, challenging…
The Hungarian physicist Eugene Wigner introduced random matrix models in physics to describe the energy spectra of atomic nuclei. As such, the main goal of Random Matrix Theory (RMT) has been to derive the eigenvalue statistics of matrices…