Related papers: Nonextensive random-matrix theory based on Kaniada…
We study sampling algorithms for $\beta$-ensembles with time complexity less than cubic in the cardinality of the ensemble. Following Dumitriu & Edelman (2002), we see the ensemble as the eigenvalues of a random tridiagonal matrix, namely a…
We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…
In spite of its simplicity, the central limit theorem captures one of the most outstanding phenomena in mathematical physics, that of universality. While this classical result is well understood it is still not very clear what happens to…
Filyokov and Karpov [Inzhenerno-Fizicheskii Zhurnal 13, 624 (1967)] have proposed a theory of non-equilibrium steady states in direct analogy with the theory of equilibrium states : the principle is to maximize the Shannon entropy…
Recently Johansson and Johnstone proved that the distribution of the (properly rescaled) largest principal component of the complex (real) Wishart matrix $ X^* \* X (X^t \*X) $ converges to the Tracy-Widom law as $ n, p $ (the dimensions of…
This paper introduces "swiveled Renyi entropies" as an alternative to the Renyi entropic quantities put forward in [Berta et al., Phys. Rev. A 91, 022333 (2015)]. What distinguishes the swiveled Renyi entropies from the prior proposal of…
Oikonomou [Physica A 386 (2007) 119] has published a calculation which purports to show that the Tsallis and Renyi entropies can be obtained from the generalized multinomial coefficients. In this paper, we prove that the method of…
We present an embedding of the Tsallis entropy into the 3-dimensional Heisenberg group, in order to understand the meaning of generalized independence as encoded in the Tsallis entropy composition property. We infer that the Tsallis entropy…
We derive efficient recursive formulas giving the exact distribution of the largest eigenvalue for finite dimensional real Wishart matrices and for the Gaussian Orthogonal Ensemble (GOE). In comparing the exact distribution with the…
In most data-scientific approaches, the principle of Maximum Entropy (MaxEnt) is used to a posteriori justify some parametric model which has been already chosen based on experience, prior knowledge or computational simplicity. In a…
Experimental particle spectra can be successfully described by power-law tailed energy distributions characteristic to canonical equilibrium distributions associated to R\'enyi's or Tsallis' entropy formula - over a wide range of energies,…
Taking into account extremum of a Helmholtz free energy in the equilibrium state of a thermodynamic system the Renyi entropy is derived from the Boltzmann entropy by the same way as the Helmholtz free energy from the Hamiltonian. The…
Consider the random matrix obtained from the adjacency matrix of a random d-regular graph by multiplying every entry by a random sign. The largest eigenvalue converges, after proper scaling, to the Tracy--Widom distribution.
We discuss non-Gaussian random matrices whose elements are random variables with heavy-tailed probability distributions. In probability theory heavy tails of the distributions describe rare but violent events which usually have dominant…
Invariant ensemble, which are characterised by the joint distribution of eigenvalues $P(\lambda_1,\ldots,\lambda_N)$, play a central role in random matrix theory. We consider the truncated linear statistics $L_K = \sum_{n=1}^K f(\lambda_n)$…
We conclude a sequence of work by giving near-optimal sketching and streaming algorithms for estimating Shannon entropy in the most general streaming model, with arbitrary insertions and deletions. This improves on prior results that obtain…
Using random matrix techniques and the theory of Matrix Product States we show that reduced density matrices of quantum spin chains have generically maximum entropy.
In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors $(X_{ij}, X_{ji})_{i \neq j}$ of entries. Under assumption of finite fourth moment of matrix entries it is proved that empirical…
A recent conjecture regarding the average of the minimum eigenvalue of the reduced density matrix of a random complex state is proved. In fact, the full distribution of the minimum eigenvalue is derived exactly for both the cases of a…
We present an analytic expression of the nonperturbative free energy of a double-well supersymmetric matrix model in its double scaling limit, which corresponds to two-dimensional type IIA superstring theory on a nontrivial Ramond-Ramond…