O. Bohigas 1, M. P. Pato 2
Physical Review E 84 (2011) 031121
Using the simple procedure, recently introduced, of dividing Gaussian matrices by a positive random variable, a family of random matrices is generated characterized by a behavior ruled by the generalized hyperbolic distribution. The spectral density evolves from the semi-circle law to a Gaussian-like behavior while concomitantly the local fluctuations show a transition from the Wigner-Dyson to the Poisson statistics. Long range statistics such as number variance exhibit large fluctuations typical of non-ergodic ensembles.
- 1. Laboratoire de Physique Théorique et Modèles Statistiques (LPTMS),
CNRS : UMR8626 – Université Paris XI – Paris Sud - 2. Instituto de Fisica,
Universidade de São Paulo