Random matrix techniques in quantum information theory

The purpose of this review article is to present some of the latest developments using random techniques, and in particular, random matrix techniques in quantum information theory. Our review is a blend of a rather exhaustive review, combined with more detailed examples -- coming from research projects in which the authors were involved. We focus on two main topics, random quantum states and random quantum channels. We present results related to entropic quantities, entanglement of typical states, entanglement thresholds, the output set of quantum channels, and violations of the minimum output entropy of random channels

Spectra of sparse non-Hermitian random matrices: an analytical solution

We present the exact analytical expression for the spectrum of a sparse non-Hermitian random matrix ensemble, generalizing two classical results in random-matrix theory: this analytical expression forms a non-Hermitian version of the Kesten-Mckay law as well as a sparse realization of Girko's elliptic law. Our exact result opens new perspectives in the study of several physical problems modelled on sparse random graphs. In this context, we show analytically that the convergence rate of a transport process on a very sparse graph depends upon the degree of symmetry of the edges in a non-monotonous way.Comment: 5 pages, 5 figures, 12 pages supplemental materia

Eigenvalues and Singular Values of Products of Rectangular Gaussian Random Matrices

We derive exact analytic expressions for the distributions of eigenvalues and singular values for the product of an arbitrary number of independent rectangular Gaussian random matrices in the limit of large matrix dimensions. We show that they both have power-law behavior at zero and determine the corresponding powers. We also propose a heuristic form of finite size corrections to these expressions which very well approximates the distributions for matrices of finite dimensions.Comment: 13 pages, 3 figure

Eigenvalue distributions for some correlated complex sample covariance matrices

The distributions of the smallest and largest eigenvalues for the matrix product $Z^\dagger Z$, where $Z$ is an $n \times m$ complex Gaussian matrix with correlations both along rows and down columns, are expressed as $m \times m$ determinants. In the case of correlation along rows, these expressions are computationally more efficient than those involving sums over partitions and Schur polynomials reported recently for the same distributions.Comment: 11 page

Two remarks on generalized entropy power inequalities

This note contributes to the understanding of generalized entropy power inequalities. Our main goal is to construct a counter-example regarding monotonicity and entropy comparison of weighted sums of independent identically distributed log-concave random variables. We also present a complex analogue of a recent dependent entropy power inequality of Hao and Jog, and give a very simple proof.Comment: arXiv:1811.00345 is split into 2 papers, with this being on

Spectra of Empirical Auto-Covariance Matrices

We compute spectra of sample auto-covariance matrices of second order stationary stochastic processes. We look at a limit in which both the matrix dimension $N$ and the sample size $M$ used to define empirical averages diverge, with their ratio $\alpha=N/M$ kept fixed. We find a remarkable scaling relation which expresses the spectral density $\rho(\lambda)$ of sample auto-covariance matrices for processes with dynamical correlations as a continuous superposition of appropriately rescaled copies of the spectral density $\rho^{(0)}_\alpha(\lambda)$ for a sequence of uncorrelated random variables. The rescaling factors are given by the Fourier transform $\hat C(q)$ of the auto-covariance function of the stochastic process. We also obtain a closed-form approximation for the scaling function $\rho^{(0)}_\alpha(\lambda)$. This depends on the shape parameter $\alpha$, but is otherwise universal: it is independent of the details of the underlying random variables, provided only they have finite variance. Our results are corroborated by numerical simulations using auto-regressive processes.Comment: 4 pages, 2 figure

Statistical mechanical analysis of the linear vector channel in digital communication

A statistical mechanical framework to analyze linear vector channel models in digital wireless communication is proposed for a large system. The framework is a generalization of that proposed for code-division multiple-access systems in Europhys. Lett. 76 (2006) 1193 and enables the analysis of the system in which the elements of the channel transfer matrix are statistically correlated with each other. The significance of the proposed scheme is demonstrated by assessing the performance of an existing model of multi-input multi-output communication systems.Comment: 15 pages, 2 figure

Sparse random matrices and vibrational spectra of amorphous solids

A random matrix approach is used to analyze the vibrational properties of amorphous solids. We investigated a dynamical matrix M=AA^T with non-negative eigenvalues. The matrix A is an arbitrary real NxN sparse random matrix with n independent non-zero elements in each row. The average values =0 and dispersion =V^2 for all non-zero elements. The density of vibrational states g(w) of the matrix M for N,n >> 1 is given by the Wigner quarter circle law with radius independent of N. We argue that for n^2 << N this model can be used to describe the interaction of atoms in amorphous solids. The level statistics of matrix M is well described by the Wigner surmise and corresponds to repulsion of eigenfrequencies. The participation ratio for the major part of vibrational modes in three dimensional system is about 0.2 - 0.3 and independent of N. Together with term repulsion it indicates clearly to the delocalization of vibrational excitations. We show that these vibrations spread in space by means of diffusion. In this respect they are similar to diffusons introduced by Allen, Feldman, et al., Phil. Mag. B 79, 1715 (1999) in amorphous silicon. Our results are in a qualitative and sometimes in a quantitative agreement with molecular dynamic simulations of real and model glasses.Comment: 24 pages, 7 figure

Random matrix ensembles of time correlation matrices to analyze visual lifelogs

Visual lifelogging is the process of automatically recording images and other sensor data for the purpose of aiding memory recall. Such lifelogs are usually created using wearable cameras. Given the vast amount of images that are maintained in a visual lifelog, it is a significant challenge for users to deconstruct a sizeable collection of images into meaningful events. In this paper, random matrix theory (RMT) is applied to a cross-correlation matrix C, constructed using SenseCam lifelog data streams to identify such events. The analysis reveals a number of eigenvalues that deviate from the spectrum suggested by RMT. The components of the deviating eigenvectors are found to correspond to “distinct significant events” in the visual lifelogs. Finally, the cross-correlation matrix C is cleaned by separating the noisy part from the non-noisy part. Overall, the RMT technique is shown to be useful to detect major events in SenseCam images

Perceptron capacity revisited: classification ability for correlated patterns

In this paper, we address the problem of how many randomly labeled patterns can be correctly classified by a single-layer perceptron when the patterns are correlated with each other. In order to solve this problem, two analytical schemes are developed based on the replica method and Thouless-Anderson-Palmer (TAP) approach by utilizing an integral formula concerning random rectangular matrices. The validity and relevance of the developed methodologies are shown for one known result and two example problems. A message-passing algorithm to perform the TAP scheme is also presented