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Superstatistics in random matrix theory

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  • Abul-Magd, A.Y.

Abstract

Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis invariant but the matrix elements are not statistically independent. Spectral characteristics of the mixed systems are expressed by averaging the corresponding quantities in the standard random-matrix theory over the fluctuations of the inverse variance of the matrix elements. We obtain analytical expressions for the level density and the nearest-neighbor-spacing distributions for four different inverse-variance distributions. The resulting expressions agree with each other for small departures from chaos, measured by an effective non-extensivity parameter. Our results suggest, among other things, that superstatistics is suited only for the initial stage of transition from chaos to regularity.

Suggested Citation

  • Abul-Magd, A.Y., 2006. "Superstatistics in random matrix theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 361(1), pages 41-54.
    • Handle: RePEc:eee:phsmap:v:361:y:2006:i:1:p:41-54
    DOI: 10.1016/j.physa.2005.07.019
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    1. Richard C. Porter, 1960. "A Model of Bank Portfolio Selection," Cowles Foundation Discussion Papers 88, Cowles Foundation for Research in Economics, Yale University.
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    Cited by:

    1. Lubashevsky, Ihor & Friedrich, Rudolf & Heuer, Andreas & Ushakov, Andrey, 2009. "Generalized superstatistics of nonequilibrium Markovian systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(21), pages 4535-4550.
    2. Gravanis, E. & Akylas, E., 2021. "Blackbody radiation, kappa distribution and superstatistics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 578(C).
    3. Briggs, Keith & Beck, Christian, 2007. "Modelling train delays with q-exponential functions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 378(2), pages 498-504.

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