- The Oxford Handbook of Random Matrix Theory
- Dedication
- Foreword
- Detailed Contents
- List of Contributors
- Introduction and guide to the handbook
- History – an overview
- Symmetry classes
- Spectral statistics of unitary ensembles
- Spectral statistics of orthogonal and symplectic ensembles
- Universality
- Supersymmetry
- Replica approach in random matrix theory
- Painlevé transcendents
- Random matrix theory and integrable systems
- Determinantal point processes
- Random matrix representations of critical statistics
- Heavy-tailed random matrices
- Phase transitions
- Two-matrix models and biorthogonal polynomials
- Chain of matrices, loop equations, and topological recursion
- Unitary integrals and related matrix models
- Non-Hermitian ensembles
- Characteristic polynomials
- Beta ensembles
- Wigner matrices
- Free probability theory
- Random banded and sparse matrices
- Number theory
- Random permutations and related topics
- Enumeration of maps
- Knot theory and matrix integrals
- Multivariate statistics
- Algebraic geometry and matrix models
- Two-dimensional quantum gravity
- String theory
- Quantum chromodynamics
- Quantum chaos and quantum graphs
- Resonance scattering of waves in chaotic systems
- Condensed matter physics
- Classical and quantum optics
- Extreme eigenvalues of Wishart matrices: application to entangled bipartite system
- Random growth models
- Random matrices and Laplacian growth
- Financial applications of random matrix theory: a short review
- Asymptotic singular value distributions in information theory
- Random matrix theory and ribonucleic acid (RNA) folding
- Complex networks
- Index

## Abstract and Keywords

This article describes the application of random matrix theory (RMT) to the estimation of the bipartite entanglement of a quantum system, with particular emphasis on the extreme eigenvalues of Wishart matrices. It first provides an overview of some spectral properties of unconstrained Wishart matrices before introducing the problem of the random pure state of an entangled quantum bipartite system consisting of two subsystems whose Hilbert spaces have dimensions M and N respectively with N ≤ M. The focus is on the smallest eigenvalue which serves as an important measure of entanglement between the two subsystems. The minimum eigenvalue distribution for quadratic matrices is also considered. The article shows that the N eigenvalues of the reduced density matrix of the smaller subsystem are distributed exactly as the eigenvalues of a Wishart matrix, except that the eigenvalues satisfy a global constraint: the trace is fixed to be unity.

Keywords: random matrix theory (RMT), entanglement, Hilbert space, minimum eigenvalue, density matrix, Wishart matrix, quantum bipartite system

Satya N. Majumdar, Laboratoire de Physique Théorique et Modèles Statistiques, bâtiment 100, Université Paris-Sud, Centre scientifique d’Orsay, 15 rue Georges Clemenceau, 91405 Orsay cedex, France, satya.majumdar@u-psud.fr

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- The Oxford Handbook of Random Matrix Theory
- Dedication
- Foreword
- Detailed Contents
- List of Contributors
- Introduction and guide to the handbook
- History – an overview
- Symmetry classes
- Spectral statistics of unitary ensembles
- Spectral statistics of orthogonal and symplectic ensembles
- Universality
- Supersymmetry
- Replica approach in random matrix theory
- Painlevé transcendents
- Random matrix theory and integrable systems
- Determinantal point processes
- Random matrix representations of critical statistics
- Heavy-tailed random matrices
- Phase transitions
- Two-matrix models and biorthogonal polynomials
- Chain of matrices, loop equations, and topological recursion
- Unitary integrals and related matrix models
- Non-Hermitian ensembles
- Characteristic polynomials
- Beta ensembles
- Wigner matrices
- Free probability theory
- Random banded and sparse matrices
- Number theory
- Random permutations and related topics
- Enumeration of maps
- Knot theory and matrix integrals
- Multivariate statistics
- Algebraic geometry and matrix models
- Two-dimensional quantum gravity
- String theory
- Quantum chromodynamics
- Quantum chaos and quantum graphs
- Resonance scattering of waves in chaotic systems
- Condensed matter physics
- Classical and quantum optics
- Extreme eigenvalues of Wishart matrices: application to entangled bipartite system
- Random growth models
- Random matrices and Laplacian growth
- Financial applications of random matrix theory: a short review
- Asymptotic singular value distributions in information theory
- Random matrix theory and ribonucleic acid (RNA) folding
- Complex networks
- Index