Spectral density of generalized Wishart matrices and free multiplicative convolution

We investigate the level density for several ensembles of positive random matrices of a Wishart--like structure, $W=XX^{\dagger}$, where $X$ stands for a nonhermitian random matrix. In particular, making use of the Cauchy transform, we study free multiplicative powers of the Marchenko-Pastur (MP) distribution, ${\rm MP}^{\boxtimes s}$, which for an integer $s$ yield Fuss-Catalan distributions corresponding to a product of $s$ independent square random matrices, $X=X_1\cdots X_s$. New formulae for the level densities are derived for $s=3$ and $s=1/3$. Moreover, the level density corresponding to the generalized Bures distribution, given by the free convolution of arcsine and MP distributions is obtained. We also explain the reason of such a curious convolution. The technique proposed here allows for the derivation of the level densities for several other cases.Comment: 10 latex pages including 4 figures, Ver 4, minor improvements and references updat

Semigroups of distributions with linear Jacobi parameters

We show that a convolution semigroup of measures has Jacobi parameters polynomial in the convolution parameter $t$ if and only if the measures come from the Meixner class. Moreover, we prove the parallel result, in a more explicit way, for the free convolution and the free Meixner class. We then construct the class of measures satisfying the same property for the two-state free convolution. This class of two-state free convolution semigroups has not been considered explicitly before. We show that it also has Meixner-type properties. Specifically, it contains the analogs of the normal, Poisson, and binomial distributions, has a Laha-Lukacs-type characterization, and is related to the $q=0$ case of quadratic harnesses.Comment: v3: the article is merged back together with arXiv:1003.4025. A significant revision following suggestions by the referee. 2 pdf figure

Complete diagrammatics of the single ring theorem

Using diagrammatic techniques, we provide explicit functional relations between the cumulant generating functions for the biunitarily invariant ensembles in the limit of large size of matrices. The formalism allows to map two distinct areas of free random variables: Hermitian positive definite operators and non-normal R-diagonal operators. We also rederive the Haagerup-Larsen theorem and show how its recent extension to the eigenvector correlation function appears naturally within this approach.Comment: 18 pages, 6 figures, version accepted for publicatio

Generating random density matrices

We study various methods to generate ensembles of random density matrices of a fixed size N, obtained by partial trace of pure states on composite systems. Structured ensembles of random pure states, invariant with respect to local unitary transformations are introduced. To analyze statistical properties of quantum entanglement in bi-partite systems we analyze the distribution of Schmidt coefficients of random pure states. Such a distribution is derived in the case of a superposition of k random maximally entangled states. For another ensemble, obtained by performing selective measurements in a maximally entangled basis on a multi--partite system, we show that this distribution is given by the Fuss-Catalan law and find the average entanglement entropy. A more general class of structured ensembles proposed, containing also the case of Bures, forms an extension of the standard ensemble of structureless random pure states, described asymptotically, as N \to \infty, by the Marchenko-Pastur distribution.Comment: 13 pages in latex with 8 figures include

Segal–Bargmann transform: the q-deformation

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