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
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.