I am sure this must have been covered in the mathematical literature (and is certainly related to a similar question I had asked previously), but hoping someone can direct me to the right place.
Let us be given random unitaries $U$ on $n$ qubits (so dimension of the space is $2^n$) distributed according to the Haar measure.
Define the partial trace of such unitaries on $k \leq n$ qubits, $W = \text{Tr}_{1,\cdots,k} U$, so that $W$ acts on $n-k$ qubits.
- Is there a nice closed form expression of the distribution of $W$ for any $n,k$? (Note in the limit when $n,k$ is large, I believe $W$ should be distributed according to the Ginibre ensemble [unless I'm mistaken], but here I'm asking for the induced distribution for arbitrary $n,k$)
- Is there a computationally/numerically efficient way of generating the random matrices $W$ without generating the full $U$ and performing the partial trace?