DISTRIBUTION OF EIGENVALUES OF CERTAIN MATRIX-ENSEMBLES

Citation
E. Bogomolny et al., DISTRIBUTION OF EIGENVALUES OF CERTAIN MATRIX-ENSEMBLES, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 55(6), 1997, pp. 6707-6718
Citations number
23
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
ISSN journal
1063651X
Volume
55
Issue
6
Year of publication
1997
Part
A
Pages
6707 - 6718
Database
ISI
SICI code
1063-651X(1997)55:6<6707:DOEOCM>2.0.ZU;2-Y
Abstract
We investigate spectral properties of ensembles of NxN random matrices M defined by their probability distribution P(M)=exp[-Tr V(M)] with a weekly confinement potential V(M) for which the moment problem mu(n) = integral x(n)exp[-V(x)]dx is indeterminated. The characteristic prop erty of these ensembles is that the mean density of eigenvalues tends with increasing matrix dimension to be a continuous function contrary to the usual strong confinement cases, where it grows indefinitely whe n N-->infinity. We demonstrate that the standard asymptotic formulas f or correlation functions are not applicable for weakly confinement ens embles and their asymptotic distribution of eigenvalues can deviate fr om the classical ones. The model with V(x)= ln(2)(\x\)/beta is conside red in detail. It is shown that when beta-infinity the unfolded eigenv alue distribution tends to a limit which is different from any standar d random matrix ensembles, but which is the same for all three symmetr y classes: unitary, orthogonal, and symplectic.