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arXiv · 1311.5553

Random Matrix Spectra as a Time Series

Ruben Fossion·Gamaliel Torres Vargas·Juan Carlos López Vieyra
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Abstract

Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding possible artifacts introduced by standard unfolding techniques. The fluctuation modes are scale invariant and follow different power laws for Poisson and Gaussian ensembles, which already during the unfolding allows to distinguish the two cases.

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Ruben Fossion, Gamaliel Torres Vargas, Juan Carlos López Vieyra. 2013-11-23. Random Matrix Spectra as a Time Series. https://doi.org/10.1103/physreve.88.060902

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