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Spacing distributions for real symmetric 2 × 2 generalized Gaussian ensembles

M V Berry1 and P Shukla2

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For ensembles of 2 × 2 real symmetric matrices, the normalized spacing distributions P(S) form a family whose parameter space is the unit cube with coordinates determined by the means and variances of the diagonal and off-diagonal elements. The cube contains a variety of spacing distributions that are calculated analytically; they include the Wigner–Poisson transition, distributions with singularities and Gaussians. Unfolding is superfluous for 2 × 2 matrices, but it can be implemented, giving rise to a further variety of spacing distributions, some surprising.


PACS

05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion

02.10.Yn Matrix theory

02.50.Ng Distribution theory and Monte Carlo studies

02.30.Gp Special functions

02.50.Ey Stochastic processes

02.50.Cw Probability theory

MSC

33Cxx Hypergeometric functions

15A52 Random matrices

60G15 Gaussian processes

Subjects

Mathematical physics

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 48 (4 December 2009)

Received 11 August 2009

Published 12 November 2009



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