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We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread function. Various choices of the spread function lead to a variety of possible generalized RMEs, which show deviations from the well-known Gaussian RME originally proposed by Wigner. We obtain the correlation functions of such generalized ensembles exactly, and show examples of how particular choices of the spread function can describe ensembles with arbitrary eigenvalue densities as well as critical ensembles with multifractality.
Theory of Random Matrix Ensembles have proven to be a useful tool in the study of the statistical distribution of energy or transmission levels of a wide variety of physical systems. We give an overview of certain q-generalizations of the Random Matr
The statistics of random-matrix spectra can be very sensitive to the unfolding procedure that separates global from local properties. In order to avoid the introduction of possible artifacts, recently it has been applied to ergodic ensembles of Rando
We present a simple, perturbative approach for calculating spectral densities for random matrix ensembles in the thermodynamic limit we call the Perturbative Resolvent Method (PRM). The PRM is based on constructing a linear system of equations and ca
Using operator methods, we generally present the level densities for kinds of random matrix unitary ensembles in weak sense. As a corollary, the limit spectral distributions of random matrices from Gaussian, Laguerre and Jacobi unitary ensembles are
In this paper we present a criterion for the covering condition of the generalized random matrix ensemble, which enable us to verify the covering condition for the seven classes of generalized random matrix ensemble in an unified and simpler way.