NONLINEAR PHENOMENA IN COMPLEX SYSTEMS
An Interdisciplinary Journal

2010, Vol.13, No.1, pp.13-23


Numerical Studies of Non-Gaussian Real Symmetric Random Matrices: Confirmation of The Brezin-Zee-Hackenbroich-Weidenm Üller Theory .
Marko Robnik, Helena May David, Gregor Vidmar, Valery G. Romanovski

We consider ensembles of real symmetric matrices with a variety of different random matrix ensembles and dimension N, from N = 2 to N =. For N = 2 we have exact analytic results recently published by Grossmann and Robnik, whilst for N = we have the theory first initiated by Brezin and Zee, and generalized by Hackenbroich and Weidenmüller (BZHW), stating that the local spectral fluctuations (after spectral unfolding) are described exactly by the GOE of the random matrix theory, provided the limiting distribution of the eigenvalues is smooth and confined to a finite interval. We show numerically that such a transition to the universal behaviour according to BZHW is pretty fast, and that it does not occur if the second assumption in their theory is not satisfied. We do this for the box (uniform) distribution and the exponential distribution, where the conditions are satisfied and BZHW behaviour is observed. For the two cases of the Cauchy-Lorentz and the singular (power law times exponential) matrix element distribution functions the second BZHW condition is not satisfied and we indeed see that the level spacing distributions in the limit N = do not behave like the GOE model.
Key words: random matrix theories, non-Gaussian ensembles, level spacings distribution, quantum and classical chaos

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