Exact Wigner surmise type evaluation of the spacing distribution in the bulk of the scaled random matrix ensembles

نویسندگان

  • P. J. Forrester
  • N. S. Witte
چکیده

Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between consecutive eigenvalues can be written exactly in the Wigner surmise type form a(s)e−b(s) for a simply related to a Painlevé transcendent and b its anti-derivative. A formula consisting of the sum of two such terms is given for the symplectic case (Hermitian matrices with real quaternion elements).

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Wigner surmise type evaluation of the spacing distribution in the bulk of the scaled random matrix ensembles

Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between consecutive eigenvalues can be written exactly in the Wigner surmise type form a(s)e −b(s) for a simply related to a Painlevé transcendent and b its anti-derivative....

متن کامل

Wigner surmise for mixed symmetry classes in random matrix theory.

We consider the nearest-neighbor spacing distributions of mixed random matrix ensembles interpolating between different symmetry classes or between integrable and nonintegrable systems. We derive analytical formulas for the spacing distributions of 2×2 or 4×4 matrices and show numerically that they provide very good approximations for those of random matrices with large dimension. This generali...

متن کامل

Refined Evaluation of the Level-Spacing Distribution of Sympletic Ensembles: Moments and Implications

To obtain a more precise value for the variance σ of the joint probability distribution of a symplectic ensemble, we extend previous numerical evaluations of a power series. Our result σ ≈ 0.1041 shows that the excellent approximation using the analytically-simple Wigner surmise fractionally overestimates this value. This behavior is important in establishing the trend of a generalization of th...

متن کامل

Hard and soft edge spacing distributions for random matrix ensembles with orthogonal and symplectic symmetry

Inter-relations between random matrix ensembles with different symmetry types provide inter-relations between generating functions for the gap probabilites at the spectrum edge. Combining these in the scaled limit with the exact evaluation of the gap probabilities for certain superimposed ensembles with orthogonal symmetry allows for the exact evaluation of the gap probabilities at the hard and...

متن کامل

Refined evaluation of the level-spacing distribution of symplectic ensembles: moments and implications.

To obtain a more precise value for the variance sigma2 of the joint probability distribution of a symplectic ensemble, we extend previous numerical evaluations of a power series. Our result sigma2 approximately 0.1041 shows that the excellent approximation using the analytically simple Wigner surmise fractionally overestimates this value. This behavior is important in establishing the trend of ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2006