相关论文: A Note on the Eigenvalue Density of Random Matrice…

We study entanglement-related properties of random quantum states which are unitarily invariant, in the sense that their distribution is left unchanged by conjugation with arbitrary unitary operators. In the large matrix size limit, the…

Let a pure state \psi be chosen randomly in an NM-dimensional Hilbert space, and consider the reduced density matrix \rho of an N-dimensional subsystem. The bipartite entanglement properties of \psi are encoded in the spectrum of \rho. By…

In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$. The eigenvalue spacing near zero scales like $1/N^{1/(1+\alpha)}$…

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…

The level-spacing distribution in the tails of the eigenvalue bands of the power-law random banded matrix (PRBM) ensemble have been investigated numerically. The change of level-spacing statistics across the band is examined for different…

We investigate a random normal matrix model with eigenvalues forced to be in the droplet, the support of the equilibrium measure associated with an external field. For radially symmetric external fields, we show that the fluctuations of the…

The theory of random matrices contains many central limit theorems. We have central limit theorems for eigenvalues statistics, for the log-determinant and log-permanent, for limiting distribution of individual eigenvalues in the bulk, and…

The eigenstate entanglement entropy has been recently shown to be a powerful tool to distinguish integrable from generic quantum-chaotic models. In integrable models, a unique feature of the average eigenstate entanglement entropy (over all…

We introduce a new random matrix model called distance covariance matrix in this paper, whose normalized trace is equivalent to the distance covariance. We first derive a deterministic limit for the eigenvalue distribution of the distance…

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

We consider the joint density distribution of the elements of certain random matrix models which are example of globally correlated and asymptotically scale-invariant distributions. It is shown that in their cases, the nonadditive entropy…

We apply random matrix theory to derive spectral density of large sample covariance matrices generated by multivariate VMA(q), VAR(q) and VARMA(q1,q2) processes. In particular, we consider a limit where the number of random variables N and…

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

We study the eigenvalue distribution of a random matrix, at a transition where a new connected component of the eigenvalue density support appears away from other connected components. Unlike previously studied critical points, which…

We study the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian Unitary Ensemble (GUE) of random matrix theory. We focus on two distinct quantities: (i) the…

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…

In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…

Random graphs defined by an occurrence probability that is invariant under node aggregation have been identified recently in the context of network renormalization. The invariance property requires that edges are drawn with a specific…

We investigate random density matrices obtained by partial tracing larger random pure states. We show that there is a strong connection between these random density matrices and the Wishart ensemble of random matrix theory. We provide…

In a random-scattering system, the deposition matrix maps the incident wavefront to the internal field distribution across a target volume. The corresponding eigenchannels have been used to enhance the wave energy delivered to the target.…