3
votes
3answers
160 views

How to randomly construct a square full-ranked matrix with low determinant?

How to randomly construct a square (1000*1000) full-ranked matrix with low determinant? I have tried the following method, but it failed. In MATLAB, I just use: n=100; A=randi([0 1], n, n); while ...
0
votes
0answers
26 views

generating random density operators

A quantum (mixed or pure) state is a Hermitian, positive semi-definite operator with unit trace. I need to construct states by using available pseudo-random number generators (I personally use ...
0
votes
1answer
31 views

what should be the frequency distribution of the eigenvalues of a randomly generated hermitian matrix?

I'm getting the eigenvalues of a randomly generated hermitian matrix distributed like a normal probabilistic distribution(crowded in the middle values ) but my sir told me that it should be a ...
1
vote
1answer
52 views

How to prove that the expression E(z'Az) (for a random vector z) is …

I am looking to prove the following Let $z$ be an $m\times$ 1 random vector with $E(z)=\mu$ and $\operatorname{Cov}(z)=V$ and let $A$ be an $m\times m$ non-stochastic matrix. Then the following ...
5
votes
2answers
184 views

Accessible Intro to Random Matrix Theory (RMT)

I read this fascinating article: http://www.newscientist.com/article/mg20627550.200-enter-the-matrix-the-deep-law-that-shapes-our-reality.html Unfortunately all the other papers I find googling are ...