We investigate the level density for several ensembles of positive random matrices of a Wishart--like structure, $W=XX^{dagger}$, where $X$ stands for a nonhermitian random matrix. In particular, making use of the Cauchy transform, we study free multiplicative powers of the Marchenko-Pastur (MP) distribution, ${rm MP}^{boxtimes s}$, which for an integer $s$ yield Fuss-Catalan distributions corresponding to a product of $s$ independent square random matrices, $X=X_1cdots X_s$. New formulae for the level densities are derived for $s=3$ and $s=1/3$. Moreover, the level density corresponding to the generalized Bures distribution, given by the free convolution of arcsine and MP distributions is obtained. We also explain the reason of such a curious convolution. The technique proposed here allows for the derivation of the level densities for several other cases.
We prove that if $pgeq 1$ and $-1leq rleq p-1$ then the binomial sequence $binom{np+r}{n}$, $n=0,1,...$, is positive definite and is the moment sequence of a probability measure $ u(p,r)$, whose support is contained in $left[0,p^p(p-1)^{1-p}right]$. If $p>1$ is a rational number and $-1<rleq p-1$ then $ u(p,r)$ is absolutely continuous and its density function $V_{p,r}$ can be expressed in terms of the Meijer $G$-function. In particular cases $V_{p,r}$ is an elementary function. We show that for $p>1$ the measures $ u(p,-1)$ and $ u(p,0)$ are certain free convolution powers of the Bernoulli distribution. Finally we prove that the binomial sequence $binom{np+r}{n}$ is positive definite if and only if either $pgeq 1$, $-1leq rleq p-1$ or $pleq 0$, $p-1leq r leq 0$. The measures corresponding to the latter case are reflections of the former ones.
We study the probability measure $mu_{0}$ for which the moment sequence is $binom{3n}{n}frac{1}{n+1}$. We prove that $mu_{0}$ is absolutely continuous, find the density function and prove that $mu_{0}$ is infinitely divisible with respect to the additive free convolution.
We prove that if $pge 1$ and $0< rle p$ then the sequence $binom{mp+r}{m}frac{r}{mp+r}$, $m=0,1,2,...$, is positive definite, more precisely, is the moment sequence of a probability measure $mu(p,r)$ with compact support contained in $[0,+infty)$. This family of measures encompasses the multiplicative free powers of the Marchenko-Pastur distribution as well as the Wigners semicircle distribution centered at $x=2$. We show that if $p>1$ is a rational number, $0<rle p$, then $mu(p,r)$ is absolutely continuous and its density $W_{p,r}(x)$ can be expressed in terms of the Meijer and the generalized hypergeometric functions. In some cases, including the multiplicative free square and the multiplicative free square root of the Marchenko-Pastur measure, $W_{p,r}(x)$ turns out to be an elementary function.
Squared singular values of a product of s square random Ginibre matrices are asymptotically characterized by probability distribution P_s(x), such that their moments are equal to the Fuss-Catalan numbers or order s. We find a representation of the Fuss--Catalan distributions P_s(x) in terms of a combination of s hypergeometric functions of the type sF_{s-1}. The explicit formula derived here is exact for an arbitrary positive integer s and for s=1 it reduces to the Marchenko--Pastur distribution. Using similar techniques, involving Mellin transform and the Meijer G-function, we find exact expressions for the Raney probability distributions, the moments of which are given by a two parameter generalization of the Fuss-Catalan numbers. These distributions can also be considered as a two parameter generalization of the Wigner semicircle law.
We study various methods to generate ensembles of random density matrices of a fixed size N, obtained by partial trace of pure states on composite systems. Structured ensembles of random pure states, invariant with respect to local unitary transformations are introduced. To analyze statistical properties of quantum entanglement in bi-partite systems we analyze the distribution of Schmidt coefficients of random pure states. Such a distribution is derived in the case of a superposition of k random maximally entangled states. For another ensemble, obtained by performing selective measurements in a maximally entangled basis on a multi--partite system, we show that this distribution is given by the Fuss-Catalan law and find the average entanglement entropy. A more general class of structured ensembles proposed, containing also the case of Bures, forms an extension of the standard ensemble of structureless random pure states, described asymptotically, as N to infty, by the Marchenko-Pastur distribution.
