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Article Dans Une Revue Physical Review E : Statistical, Nonlinear, and Soft Matter Physics Année : 2004

Family of generalized random matrix ensembles

Résumé

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.

Dates et versions

hal-00004924 , version 1 (18-05-2005)

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A. C. Bertuola, O. Bohigas, M. P. Pato. Family of generalized random matrix ensembles. Physical Review E : Statistical, Nonlinear, and Soft Matter Physics, 2004, 70, pp.065102. ⟨hal-00004924⟩
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