On the number of real eigenvalues of products of random matrices and an application to quantum entanglement

DOI10.1088/1751-8113/46/15/152003MaRDI QIDQ4921790zbMATHOpenAlexFDO

Authors A. Lakshminarayan

Publication date 13 May 2013

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1301.7601

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Quantum coherence, entanglement, quantum correlations (81P40)

Abstract: The probability that there are $k$ real eigenvalues for an $n$ dimensional real random matrix is known. Here we study this for the case of products of independent random matrices. Relating the problem of the probability that the product of two real 2 dimensional random matrices has real eigenvalues to an issue of optimal quantum entanglement, this is fully analytically solved. It is shown that in $pi/4$ fraction of such products the eigenvalues are real. Being greater than the corresponding known probability ($1/sqrt2$) for a single matrix, it is shown numerically that the probability that {it all} eigenvalues of a product of random matrices are real tends to unity as the number of matrices in the product increases indefinitely. Some other numerical explorations, including the expected number of real eigenvalues is also presented, where an exponential approach of the expected number to the dimension of the matrix seems to hold.

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Cited in

(11)

• The product of \(m\) real \(N \times N\) Ginibre matrices: real eigenvalues in the critical regime \(m = O(N)\)
• Spectral statistics for the difference of two Wishart matrices
• How many eigenvalues of a product of truncated orthogonal matrices are real?
• The probability that all eigenvalues are real for products of truncated real orthogonal random matrices
• On the number of real eigenvalues of a product of truncated orthogonal random matrices
• Real eigenvalues of non-Gaussian random matrices and their products
• Hard edge statistics of products of Pólya ensembles and shifted GUE's
• Real eigenvalue statistics for products of asymmetric real Gaussian matrices
• Products of Complex Rectangular and Hermitian Random Matrices
• Probability that product of real random matrices have all eigenvalues real tend to 1
• Time-inhomogeneous random Markov chains

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