Information functionals and the notion of (un)certainty: RMT - inspired case

Piotr Garbaczewski

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arXiv · 0706.2481

Information functionals and the notion of (un)certainty: RMT - inspired case

Piotr Garbaczewski

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Abstract

Information functionals allow to quantify the degree of randomness of a given probability distribution, either absolutely (through min/max entropy principles) or relative to a prescribed reference one. Our primary aim is to analyze the "minimum information" assumption, which is a classic concept (R. Balian, 1968) in the random matrix theory. We put special emphasis on generic level (eigenvalue) spacing distributions and the degree of their randomness, or alternatively - information/organization deficit.

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Piotr Garbaczewski. 2007-06-17. Information functionals and the notion of (un)certainty: RMT - inspired case. https://arxiv.org/abs/0706.2481

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