Journal
PHYSICAL REVIEW E
Volume 70, Issue 6, Pages -Publisher
AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.70.065102
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Using the generalized maximum entropy principle based on the nonextensive q entropy, a family of random matrix ensembles is generated. This family unifies previous extensions of random matrix theory (RMT) and gives rise to an orthogonal invariant stable Levy ensemble with new statistical properties. Some of them are analytically derived.
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