Journal
PHYSICAL REVIEW E
Volume 69, Issue 6, Pages -Publisher
AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.69.066131
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The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S-BGS=-integraldH[P(H)]ln[P(H)], with suitable constraints. Here, we construct and analyze random-matrix ensembles arising from the generalized entropy S-q={1-integraldH[P(H)](q)}/(q-1) (thus, S-1=S-BGS). The resulting ensembles are characterized by a parameter q measuring the degree of nonextensivity of the entropic form. Making q-->1 recovers the Gaussian ensembles. If qnot equal1, the joint probability distributions P(H) cannot be factorized, i.e., the matrix elements of H are correlated. In the limit of large matrices two different regimes are observed. When q<1, P(H) has compact support, and the fluctuations tend asymptotically to those of the Gaussian ensembles. Anomalies appear for q>1: Both P(H) and the marginal distributions P(H-ij) show power-law tails. Numerical analyses reveal that the nearest-neighbor spacing distribution is also long-tailed (not Wigner-Dyson) and, after proper scaling, very close to the result for the 2x2 case - a generalization of Wigner's surmise. We discuss connections of these nonextensive ensembles with other non-Gaussian ones, such as the so-called Levy ensembles and those arising from soft confinement.
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