The Stable Random Matrix ensembles

Details The Stable Random Matrix ensembles The Stable Random Matrix ensembles

2001-06-23

arxiv.org/abs/cond-mat/0106485v3

Physics

Condensed Matter

Statistical Mechanics

17 pages. Stylistic changes. E-mail: tierz@ieec.fcr.es

Scientific paper

We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These properties allow for such an intuitive method -that relies on taking traces- to hold. Approximate but general results regarding the other distributions are derived as well. Some of the special properties of these ensembles are evidenced by showing partial failure of mean-field approaches. To conclude, we compute the confining potential that gives a Gaussian density of states in the limit of large matrices. The result is an hypergeometric function, in contrast with the simplicity of the Cauchy case.

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