Family of generalized random matrix ensembles.
Using the generalized maximum entropy principle based on the nonextensive q entropy, a family of random matrix ensembles is generated. This family unifies previous extensions of random matrix theory (RMT) and gives rise to an orthogonal invariant stable Lévy ensemble with new statistical properties. Some of them are analytically derived.
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Instituto de Fisica, Universidade de Sao Paulo, C.P. 20516, 01498 Sao Paulo, S.P., Brazil.
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