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Related papers: Asymptotics of random density matrices

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We present a set of conditions which, if satisfied, provide for a complete asymptotic analysis of random matrices with source term containing two distinct eigenvalues. These conditions are shown to be equivalent to the existence of a…

Mathematical Physics · Physics 2009-11-11 K. D. T-R McLaughlin

In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…

Mathematical Physics · Physics 2015-10-28 Gernot Akemann , Jesper R. Ipsen

In many statistical and econometric applications, we gather individual samples from various interconnected populations that undeniably exhibit common latent structures. Utilizing a model that incorporates these latent structures for such…

Methodology · Statistics 2023-09-19 Archer Gong Zhang , Jiahua Chen

We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…

Statistical Mechanics · Physics 2015-10-28 Pragya Shukla , Suchetana Sadhukhan

The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…

Mathematical Physics · Physics 2009-10-31 Michael K. -H. Kiessling , Herbert Spohn

In this paper we consider the product of a singular Wishart random matrix and a singular normal random vector. A very useful stochastic representation is derived for this product, using which the characteristic function of the product and…

Statistics Theory · Mathematics 2016-11-10 Taras Bodnar , Stepan Mazur , Stanislas Muhinyuza , Nestor Parolya

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

We derive a non-asymptotic expression for the moments of traces of monomials in several independent complex Wishart matrices, extending some explicit formulas available in the literature. We then deduce the explicit expression for the…

Probability · Mathematics 2008-08-30 Wlodek Bryc

Using the supersymmetry method we analytically calculate the local density of states, the localiztion length, the generalized inverse participation ratios, and the distribution function of eigenvector components for the superposition of a…

Condensed Matter · Physics 2009-10-28 Klaus Frahm , Axel Müller--Groeling

In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionally. We eliminate the restrictive assumption of the block…

Statistics Theory · Mathematics 2024-05-15 Zhangni Pu , Xiaozhuo Zhang , Jiang Hu , Zhidong Bai

Wishart ensemble is a useful and important random matrix model used in diverse fields. By realizing induced random mixed quantum states as Wishart ensemble with the fixed-trace one, using matrix integral technique we give a fast track to…

Quantum Physics · Physics 2017-03-22 Lin Zhang

We study the asymptotic behavior of the eigenvalue distribution of the Baxter's corner transfer matrix (CTM) and the density matrix (DM) in the White's density-matrix renormalization group (DMRG), for one-dimensional quantum and…

Statistical Mechanics · Physics 2007-05-23 Kouichi Okunishi , Yasuhiro Hieida , Yasuhiro Akutsu

We study two types of probability measures on the set of integer partitions of $n$ with at most $m$ parts. The first one chooses the random partition with a chance related to its largest part only. We then obtain the limiting distributions…

Probability · Mathematics 2023-01-03 Tiefeng Jiang , Ke Wang

This paper presents a novel approach to characterize the dynamics of the limit spectrum of large random matrices. This approach is based upon the notion we call "spectral dominance". In particular, we show that the limit spectral measure…

Analysis of PDEs · Mathematics 2021-05-20 Charles Bertucci , Mérouane Debbah , Jean-Michel Lasry , Pierre-Louis Lions

We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…

Probability · Mathematics 2016-05-05 Kartick Adhikari , Nanda Kishore Reddy , Tulasi Ram Reddy , Koushik Saha

By applying the supersymmetric approach we rigorously prove smoothness of the averaged density of states for a three dimensional random band matrix ensemble, in the limit of infinite volume and fixed band width. We also prove that the…

Mathematical Physics · Physics 2009-11-07 M. Disertori , H. Pinson , T. Spencer

We use classical results from harmonic analysis on matrix spaces to investigate the relation between the joint density of the singular values and of the eigenvalues of complex random matrices which are bi-unitarily invariant (also known as…

Classical Analysis and ODEs · Mathematics 2017-03-22 Mario Kieburg , Holger Kösters

The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…

Mathematical Physics · Physics 2009-04-21 Kevin E. Bassler , Peter J. Forrester , Norman E. Frankel

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

Portfolio Management · Quantitative Finance 2016-05-24 Takashi Shinzato

This paper uses an incremental matrix expansion approach to derive asymptotic eigenvalue distributions (a.e.d.'s) of sums and products of large random matrices. We show that the result can be derived directly as a consequence of two common…

Information Theory · Computer Science 2007-07-13 Matthew J. M. Peacock , Iain B. Collings , Michael L. Honig