Family of generalized random matrix ensembles

Details Family of generalized random matrix ensembles Family of generalized random matrix ensembles

2004-11-09

arxiv.org/abs/math-ph/0411033v1

Physics

Mathematical Physics

13 pages and 2 figures

Scientific paper

10.1103/PhysRevE.70.065102

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.

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