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arXiv:1005.4515

Extreme Eigenvalues of Wishart Matrices: Application to Entangled Bipartite System

Satya N. Majumdar

Published May 25, 2010• 9 citations
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Abstract

We discuss an application of the random matrix theory in the context of estimating the bipartite entanglement of a quantum system. We discuss how the Wishart ensemble (the earliest studied random matrix ensemble) appears in this quantum problem. The eigenvalues of the reduced density matrix of one of the subsystems have similar statistical properties as those of the Wishart matrices, except that their {\em trace is constrained to be unity}. We focus here on the smallest eigenvalue which serves as an important measure of entanglement between the two subsystems. In the hard edge case (when the two subsystems have equal sizes) one can fully characterize the probability distribution of the minimum eigenvalue for real, complex and quaternion matrices of all sizes. In particular, we discuss the important finite size effect due to the {\em fixed trace constraint}.

DOI
10.48550/arxiv.1005.4515

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We discuss an application of the random matrix theory in the context of estimating the bipartite entanglement of a quantum system. We discuss how the Wishart ensemble (the earliest studied random matrix ensemble) appears in this quantum problem. The eigenvalues of the reduced density matrix of one of the subsystems have similar statistical properties as those of the Wishart matrices, except that their {\em trace is constrained to be unity}. We focus here on the smallest eigenvalue which serves as an important measure of entanglement between the two subsystems. In the hard edge case (when the two subsystems have equal sizes) one can fully characterize the probability distribution of the minimum eigenvalue for real, complex and quaternion matrices of all sizes. In particular, we discuss the important finite size effect due to the {\em fixed trace constraint}.
We analyze the properties of entangled random pure states of a quantum system partitioned into two smaller subsystems of dimensions N and M. Framing the problem in terms of random matrices with a fixed-trace constraint, we establish, for arbitrary N≤M, a general relation between the n-point densities and the cross moments of the eigenvalues of the reduced density matrix, i.e., the so-called Schmidt eigenvalues, and the analogous functionals of the eigenvalues of the Wishart-Laguerre ensemble of the random matrix theory. This allows us to derive explicit expressions for two-level densities, and also an exact expression for the variance of von Neumann entropy at finite N,M. Then, we focus on the moments E{K^{a}} of the Schmidt number K, the reciprocal of the purity. This is a random variable supported on [1,N], which quantifies the number of degrees of freedom effectively contributing to the entanglement. We derive a wealth of analytical results for E{K^{a}} for N=2 and 3 and arbitrary M, and also for square N=M systems by spotting for the latter a connection with the probability P(x_{min}^{GUE}≥sqrt[2N]ξ) that the smallest eigenvalue x_{min}^{GUE} of an N×N matrix belonging to the Gaussian unitary ensemble is larger than sqrt[2N]ξ. As a by-product, we present an exact asymptotic expansion for P(x_{min}^{GUE}≥sqrt[2N]ξ) for finite N as ξ→∞. Our results are corroborated by numerical simulations whenever possible, with excellent agreement.
The reduced density matrices of Haar-random bipartite states form a fixed-trace version of the Wishart ensemble of random matrices, with an asymptotic eigenvalue density given by the Marchenko--Pastur (MP) law. We establish a similar universal form for the maximum-entropy distribution of mixed states subject to a fixed ensemble average, arguing that its eigenvalue density converges asymptotically to that of the correlated Wishart ensemble (CWE). The density is thus obtained by a free multiplicative convolution formula, which we apply to the transverse-field Ising model (TFIM) with a thermal average state to derive a high-temperature leading-order correction to the MP law. We then consider measurement by a random POVM on the purification of the mixed reference state. We show that the resulting mixed-state ensemble is asymptotically equivalent to the CWE, and provide confirming numerical evidence. We return to the TFIM example to compute the entanglement of the system with the ancilla after measurement, and give finite-temperature Page curves for the average entanglement entropies.
In this paper, we show how the entropy (including the von Neumann entropy obtained by tracing across various sizes of subsystems, the entanglement gap, as well as different degrees of Rényi entropy) of the random reduced density matrices are related to their dominant eigenvalue. Analytical results are deduced from Random Matrix Theory (RMT) for decentralized Wishart matrices and backed up by computer simulations. The correlation between our study and entanglement generated by quantum computing is provided with various examples.
The extreme-value statistics of the entanglement spectrum in disordered spin chains possessing a many-body localization transition is examined. It is expected that eigenstates in the metallic or ergodic phase, behave as random states and hence the eigenvalues of the reduced density matrix, commonly referred to as the entanglement spectrum, are expected to follow the eigenvalue statistics of a trace normalized Wishart ensemble. In particular, the density of eigenvalues is supposed to follow the universal Marchenko-Pastur distribution. We find deviations in the tails both for the disordered XXZ with total SzS_zSz​ conserved in the half-filled sector as well as in a model that breaks this conservation. A sensitive measure of deviations is provided by the largest eigenvalue, which in the case of the Wishart ensemble after appropriate shift and scaling follows the universal Tracy-Widom distribution. We show that for the models considered, in the metallic phase, the largest eigenvalue of the reduced density matrix of eigenvector, instead follows the generalized extreme-value statistics bordering on the Fisher-Tipett-Gumbel distribution indicating that the correlations between eigenvalues are much weaker compared to the Wishart ensemble. We show by means of distributions conditional on the high entropy and normalized participation ratio of eigenstates that the conditional entanglement spectrum still follows generalized extreme value distribution. In the deeply localized phase we find heavy tailed distributions and Lévy stable laws in an appropriately scaled function of the largest and second largest eigenvalues. The scaling is motivated by a recently developed perturbation theory of weakly coupled chaotic systems.
A recent conjecture regarding the average of the minimum eigenvalue of the reduced density matrix of a random complex state is proved. In fact, the full distribution of the minimum eigenvalue is derived exactly for both the cases of a random real and a random complex state. Our results are relevant to the entanglement properties of eigenvectors of the orthogonal and unitary ensembles of random matrix theory and quantum chaotic systems. They also provide a rare exactly solvable case for the distribution of the minimum of a set of N {\em strongly correlated} random variables for all values of N (and not just for large N).
Consider the model of bipartite entanglement for a random pure state emerging in quantum information and quantum chaos, corresponding to the fixed trace Laguerre unitary ensemble (LUE) in Random Matrix Theory. We focus on correlation functions of Schmidt eigenvalues for the model and prove universal limits of the correlation functions in the bulk and also at the soft and hard edges of the spectrum, as these for the LUE. Further we consider the bounded trace LUE and obtain the same universal limits.