A method to generate new classes of random matrix ensembles is proposed. Random matrices from these ensembles are Lax matrices of classically integrable systems with a certain distribution of momenta and coordinates. The existence of an integrable structure permits us to calculate the joint distribution of eigenvalues for these matrices analytically. Spectral statistics of these ensembles are quite unusual and in many cases give rigorously new examples of intermediate statistics.
Random matrix ensembles associated with lax matrices.
E. Bogomolny,Olivier Giraud,C. Schmit
Published 2009 in Physical Review Letters
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- Publication year
2009
- Venue
Physical Review Letters
- Publication date
2009-04-30
- Fields of study
Mathematics, Physics, Medicine
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Semantic Scholar, PubMed
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