Random unitary matrices associated to a graph

We analyze composed quantum systems consisting of $k$ subsystems, each described by states in the $n$-dimensional Hilbert space. Interaction between subsystems can be represented by a graph, with vertices corresponding to individual subsystems and edges denoting a generic interaction, modeled by random unitary matrices of order $n^2$. The global evolution operator is represented by a unitary matrix of size $N=n^k$. We investigate statistical properties of such matrices and show that they display spectral properties characteristic to Haar random unitary matrices provided the corresponding graph is connected. Thus basing on random unitary matrices of a small size $n^2$ one can construct a fair approximation of large random unitary matrices of size $n^{k}$. Graph--structured random unitary matrices investigated here allow one to define the corresponding structured ensembles of random pure states.Comment: 13 pages, 10 figures, 1 tabl

Risk-return arguments applied to options with trading costs

We study the problem of option pricing and hedging strategies within the frame-work of risk-return arguments. An economic agent is described by a utility function that depends on profit (an expected value) and risk (a variance). In the ideal case without transaction costs the optimal strategy for any given agent is found as the explicit solution of a constrained optimization problem. Transaction costs are taken into account on a perturbative way. A rational option price, in a world with only these agents, is then determined by considering the points of view of the buyer and the writer of the option. Price and strategy are determined to first order in the transaction costs.Comment: 10 pages, in LaTeX, no figures, Paper to be published in the Proceedings of the conference "Disorder and Chaos", in memory of Giovanni Paladin, Rome, Italy, 22-24 September 199

Jarzynski equality for quantum stochastic maps

Jarzynski equality and related fluctuation theorems can be formulated for various setups. Such an equality was recently derived for nonunitary quantum evolutions described by unital quantum operations, i.e., for completely positive, trace-preserving maps, which preserve the maximally mixed state. We analyze here a more general case of arbitrary quantum operations on finite systems and derive the corresponding form of the Jarzynski equality. It contains a correction term due to nonunitality of the quantum map. Bounds for the relative size of this correction term are established and they are applied for exemplary systems subjected to quantum channels acting on a finite-dimensional Hilbert space.Comment: 11 pages, one figure. Final minor changes are made. The version 4 matches the journal versio

Robust Hadamard matrices, unistochastic rays in Birkhoff polytope and equi-entangled bases in composite spaces

We study a special class of (real or complex) robust Hadamard matrices, distinguished by the property that their projection onto a $2$-dimensional subspace forms a Hadamard matrix. It is shown that such a matrix of order $n$ exists, if there exists a skew Hadamard matrix of this size. This is the case for any even dimension $n\le 20$, and for these dimensions we demonstrate that a bistochastic matrix $B$ located at any ray of the Birkhoff polytope, (which joins the center of this body with any permutation matrix), is unistochastic. An explicit form of the corresponding unitary matrix $U$, such that $B_{ij}=|U_{ij}|^2$, is determined by a robust Hadamard matrix. These unitary matrices allow us to construct a family of orthogonal bases in the composed Hilbert space of order $n \times n$. Each basis consists of vectors with the same degree of entanglement and the constructed family interpolates between the product basis and the maximally entangled basis.Comment: 17 page

Classical and quantum billiards : integrable, nonintegrable and pseudo-integrable

Statistical properties of the spectra of quantum two dimensional billiards are shown to be linked to the nature of the dynamics of the corresponding classical systems. Quantised pseudo-integrable billiard exhibits level repulsion, in spite of non chaotic dynamics of its classical counterpart. We conjecture that the level statistics of a quantum pseudo-integrable system depends on the genus of the invariant manifold equivalent to its classical phase space. A model of billiards with finite walls suitable to investigate the problems of chaotic scattering is proposed

Distinguishability of generic quantum states

Properties of random mixed states of order $N$ distributed uniformly with respect to the Hilbert-Schmidt measure are investigated. We show that for large $N$, due to the concentration of measure, the trace distance between two random states tends to a fixed number ${\tilde D}=1/4+1/\pi$, which yields the Helstrom bound on their distinguishability. To arrive at this result we apply free random calculus and derive the symmetrized Marchenko--Pastur distribution, which is shown to describe numerical data for the model of two coupled quantum kicked tops. Asymptotic values for the fidelity, Bures and transmission distances between two random states are obtained. Analogous results for quantum relative entropy and Chernoff quantity provide other bounds on the distinguishablity of both states in a multiple measurement setup due to the quantum Sanov theorem.Comment: 13 pages including supplementary information, 6 figure

Strong Majorization Entropic Uncertainty Relations

We analyze entropic uncertainty relations in a finite dimensional Hilbert space and derive several strong bounds for the sum of two entropies obtained in projective measurements with respect to any two orthogonal bases. We improve the recent bounds by Coles and Piani, which are known to be stronger than the well known result of Maassen and Uffink. Furthermore, we find a novel bound based on majorization techniques, which also happens to be stronger than the recent results involving largest singular values of submatrices of the unitary matrix connecting both bases. The first set of new bounds give better results for unitary matrices close to the Fourier matrix, while the second one provides a significant improvement in the opposite sectors. Some results derived admit generalization to arbitrary mixed states, so that corresponding bounds are increased by the von Neumann entropy of the measured state. The majorization approach is finally extended to the case of several measurements.Comment: Revised versio

Diagonal unitary entangling gates and contradiagonal quantum states

Nonlocal properties of an ensemble of diagonal random unitary matrices of order $N^2$ are investigated. The average Schmidt strength of such a bipartite diagonal quantum gate is shown to scale as $\log N$, in contrast to the $\log N^2$ behavior characteristic to random unitary gates. Entangling power of a diagonal gate $U$ is related to the von Neumann entropy of an auxiliary quantum state $\rho=AA^{\dagger}/N^2$, where the square matrix $A$ is obtained by reshaping the vector of diagonal elements of $U$ of length $N^2$ into a square matrix of order $N$. This fact provides a motivation to study the ensemble of non-hermitian unimodular matrices $A$, with all entries of the same modulus and random phases and the ensemble of quantum states $\rho$, such that all their diagonal entries are equal to $1/N$. Such a state is contradiagonal with respect to the computational basis, in sense that among all unitary equivalent states it maximizes the entropy copied to the environment due to the coarse graining process. The first four moments of the squared singular values of the unimodular ensemble are derived, based on which we conjecture a connection to a recently studied combinatorial object called the "Borel triangle". This allows us to find exactly the mean von Neumann entropy for random phase density matrices and the average entanglement for the corresponding ensemble of bipartite pure states.Comment: 14 pages, 6 figure

Bipartite unitary gates and billiard dynamics in the Weyl chamber

Long time behavior of a unitary quantum gate $U$, acting sequentially on two subsystems of dimension $N$ each, is investigated. We derive an expression describing an arbitrary iteration of a two-qubit gate making use of a link to the dynamics of a free particle in a $3D$ billiard. Due to ergodicity of such a dynamics an average along a trajectory $V^t$ stemming from a generic two-qubit gate $V$ in the canonical form tends for a large $t$ to the average over an ensemble of random unitary gates distributed according to the flat measure in the Weyl chamber - the minimal $3D$ set containing points from all orbits of locally equivalent gates. Furthermore, we show that for a large dimension $N$ the mean entanglement entropy averaged along a generic trajectory coincides with the average over the ensemble of random unitary matrices distributed according to the Haar measure on $U(N^2)$