Family of generalized random matrix ensembles

A. C. Bertuola 1, O. Bohigas 2, M. P. Pato 1

Physical Review E: Statistical, Nonlinear, and Soft Matter Physics 70 (2004) 065102

Using the Generalized Maximium Entropy Principle based on the nonextensive q entropy a new family of random matrix ensembles is generated. This family unifies previous extensions of Random Matrix Theory and gives rise to an orthogonal invariant stable Levy ensemble with new statistical properties. Some of them are analytically derived.

  • 1. Instituto de Fisica,
    Universidade de São Paulo
  • 2. Laboratoire de Physique Théorique et Modèles Statistiques (LPTMS),
    CNRS : UMR8626 – Université Paris XI - Paris Sud