Measuring maximal eigenvalue distribution of Wishart random matrices with coupled lasers

Details Measuring maximal eigenvalue distribution of Wishart random matrices with coupled lasers Measuring maximal eigenvalue distribution of Wishart random matrices with coupled lasers

2010-12-06

arxiv.org/abs/1012.1282v3

Physics

Data Analysis, Statistics and Probability

4 pages, 4 figures, submitted to PRL

Scientific paper

We determined the probability distribution of the combined output power from twenty five coupled fiber lasers and show that it agrees well with the Tracy-Widom, Majumdar-Vergassola and Vivo-Majumdar-Bohigas distributions of the largest eigenvalue of Wishart random matrices with no fitting parameters. This was achieved with $500,000$ measurements of the combined output power from the fiber lasers, that continuously changes with variations of the fiber lasers lengths. We show experimentally that for small deviations of the combined output power over its mean value the Tracy-Widom distribution is correct, while for large deviations the Majumdar-Vergassola and Vivo-Majumdar-Bohigas distributions are correct.

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