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arXiv · 0704.3590

Spectral fluctuations of tridiagonal random matrices from the beta-Hermite ensemble

C. Male·G. Le Caer·R. Delannay
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Abstract

A time series delta(n), the fluctuation of the nth unfolded eigenvalue was recently characterized for the classical Gaussian ensembles of NxN random matrices (GOE, GUE, GSE). It is investigated here for the beta-Hermite ensemble as a function of beta (zero or positive) by Monte Carlo simulations. The fluctuation of delta(n) and the autocorrelation function vary logarithmically with n for any beta>0 (1<<n<<N). The simple logarithmic behavior reported for the higher-order moments of delta(n) for the GOE (beta=1) and the GUE (beta=2) is valid for any positive beta and is accounted for by Gaussian distributions whose variances depend linearly on ln(n). The 1/f noise previously demonstrated for delta(n) series of the three Gaussian ensembles, is characterized by wavelet analysis both as a function of beta and of N. When beta decreases from 1 to 0, for a given and large enough N, the evolution from a 1/f noise at beta=1 to a 1/f^2 noise at beta=0 is heterogeneous with a ~1/f^2 noise at the finest scales and a ~1/f noise at the coarsest ones. The range of scales in which a ~1/f^2 noise predominates grows progressively when beta decreases. Asymptotically, a 1/f^2 noise is found for beta=0 while a 1/f noise is the rule for beta positive.

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C. Male, G. Le Caer, R. Delannay. 2007-04-26. Spectral fluctuations of tridiagonal random matrices from the beta-Hermite ensemble. https://doi.org/10.1103/physreve.76.042101

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