Using a Coulomb gas method, we compute analytically the probability distribution of the Renyi entropies (a standard measure of entanglement) for a random pure state of a large bipartite quantum system. We show that, for any order q>1 of the Renyi entropy, there are two critical values at which the entropy's probability distribution changes shape. These critical points correspond to two different transitions in the corresponding charge density of the Coulomb gas: the disappearance of an integrable singularity at the origin and the detachment of a single-charge drop from the continuum sea of all the other charges. These transitions, respectively, control the left and right tails of the entropy's probability distribution, as verified also by Monte Carlo numerical simulations of the Coulomb gas equilibrium dynamics.
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