Random matrix ensembles from nonextensive entropy

Details Random matrix ensembles from nonextensive entropy Random matrix ensembles from nonextensive entropy

2004-02-07

arxiv.org/abs/cond-mat/0402215v1

Physics

Condensed Matter

Statistical Mechanics

7 pages, including 3 PS figures

Scientific paper

10.1103/PhysRevE.69.066131

The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S_{BGS} = - \int d{\bf H} [P({\bf H})] \ln [P({\bf H})], with suitable constraints. Here we construct and analyze random-matrix ensembles arising from the generalized entropy S_q = (1 - \int d{\bf H} [P({\bf H})]^q)/(q-1) (thus S_1=S_{BGS}). The resulting ensembles are characterized by a parameter q measuring the degree of nonextensivity of the entropic form. Making q -> 1 recovers the Gaussian ensembles. If q \ne 1, the joint probability distributions P(\bf H) cannot be factorized, i.e., the matrix elements of \bf H are correlated. In the limit of large matrices two different regimes are observed. When q<1, P(\bf H) has compact support, and the fluctuations tend asymptotically to those of the Gaussian ensembles. Anomalies appear for q>1: Both P(\bf H) and the marginal distributions P(H_{ij}) show power-law tails. Numerical analyses reveal that the nearest-neighbor spacing distribution is also long-tailed (not Wigner-Dyson) and, after proper scaling, very close to the result for the 2 x 2 case -- a generalization of Wigner's surmise. We discuss connections of these "nonextensive" ensembles with other non-Gaussian ones, like the so-called L\'evy ensembles and those arising from soft-confinement.

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