Article ID Journal Published Year Pages File Type
974929 Physica A: Statistical Mechanics and its Applications 2008 15 Pages PDF
Abstract
The fluctuation δn of the nth unfolded eigenvalue was recently characterized for the classical Gaussian ensembles of N×N random matrices (GOE, GUE, GSE). It is investigated here for the β-Hermite ensemble as a function of the reciprocal of the temperature β by Monte Carlo simulations. The ensemble-averaged fluctuation 〈δn2〉 and the autocorrelation function vary logarithmically with n for any β>0 (1≪n≪N). The simple logarithmic behavior of the higher-order moments of δn, reported in the literature for the GOE (β=1) and the GUE (β=2), holds for any β>0 and is accounted for by Gaussian distributions whose variances depend linearly on lnn.
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
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