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Measuring maximal eigenvalue distribution of Wishart random matrices with coupled lasers
Moti Fridman [1] , Rami Pugatch [1] , Micha Nixon [1] , Asher Friesem [1] , Nir Davidson [1]
[1] Weizmann Institute of Science, Department of Physics of Complex Systems, Rohovot Israel
We determined the probability distribution of the combined output power from 25 coupled fiber lasers and
show that it agrees well with the Tracy-Widom and Majumdar-Vergassola 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 distribution is correct.