Random Matrices: Theory and Applications

Universality properties of the distribution of the generalized eigenvalues of a pencil of random Hankel matrices, arising in the solution of the exponential interpolation problem of a complex discrete stationary process, are proved under the assumption that every finite set of random variables of the process have a multivariate spherical distribution. An integral representation of the condensed density of the generalized eigenvalues is also derived. The asymptotic behavior of this function turns out to depend only on stationarity and not on the specific distribution of the process.

We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrices. We assume that the matrix entries have finite fourth moment and extend the results by Capitaine, Donati-Martin, and Féral for perturbations whose eigenvectors are delocalized.

We investigate an additive perturbation of a complex Wishart random matrix and prove that a large deviation principle holds for the spectral measures. The rate function is associated to a vector equilibrium problem coming from logarithmic potential theory, which in our case is a quadratic map involving the logarithmic energies, or Voiculescu's entropies, of two measures in the presence of an external field and an upper constraint. The proof is based on a two type particles Coulomb gas representation for the eigenvalue distribution, which gives a new insight on why such variational problems should describe the limiting spectral distribution. This representation is available because of a Nikishin structure satisfied by the weights of the multiple orthogonal polynomials hidden in the background.

In this paper, we study the behavior of the output of pure entangled states after being transformed by a product of conjugate random unitary channels. This study is motivated by the counterexamples by Hastings [Superadditivity of communication capacity using entangled inputs, Nat. Phys.5 (2009) 255–257] and Hayden–Winter [Counterexamples to the maximal p-norm multiplicativity conjecture for all p > 1, Comm. Math. Phys.284(1) (2008) 263–280] to the additivity problems. In particular, we study in depth the difference of behavior between random unitary channels and generic random channels. In the case where the number of unitary operators is fixed, we compute the limiting eigenvalues of the output states. In the case where the number of unitary operators grows linearly with the dimension of the input space, we show that the eigenvalue distribution converges to a limiting shape that we characterize with free probability tools. In order to perform the required computations, we need a systematic way of dealing with moment problems for random matrices whose blocks are i.i.d. Haar distributed unitary operators. This is achieved by extending the graphical Weingarten calculus introduced in [B. Collins and I. Nechita, Random quantum channels I: Graphical calculus and the Bell state phenomenon, Comm. Math. Phys.297(2) (2010) 345–370].