Physics – Condensed Matter – Mesoscale and Nanoscale Physics
Scientific paper
2000-11-27
Physics
Condensed Matter
Mesoscale and Nanoscale Physics
5 pages
Scientific paper
Using the theory of free random variables (FRV) and the Coulomb gas analogy, we construct stable random matrix ensembles that are random matrix generalizations of the classical one-dimensional stable L\'{e}vy distributions. We show that the resolvents for the corresponding matrices obey transcendental equations in the large size limit. We solve these equations in a number of cases, and show that the eigenvalue distributions exhibit L\'{e}vy tails. For the analytically known L\'{e}vy measures we explicitly construct the density of states using the method of orthogonal polynomials. We show that the L\'{e}vy tail-distributions are characterized by a novel form of microscopic universality.
Burda Zdzislaw
Janik Romuald A.
Jurkiewicz Jerzy
Nowak Maciej A.
Papp György
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