Power-spectrum characterization of the continuous Gaussian ensemble

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The continuous Gaussian ensemble, also known as the nu-Gaussian or nu-Hermite ensemble, is a natural extension of the classical Gaussian ensembles of real (nu= 1), complex (nu= 2), or quaternion (nu=4) matrices, where nu is allowed to take any positive value. From a physical point of view, this ensemble may be useful to describe transitions between different symmetries or to describe the terrace-width distributions of vicinal surfaces. Moreover, its simple form allows one to speed up and increase the efficiency of numerical simulations dealing with large matrix dimensions. We analyze the long-range spectral correlations of this ensemble by means of the delta(n) statistic. We derive an analytical expression for the average power spectrum of this statistic, <(P(k)(delta))over bar>, based on approximated forms for the two-point cluster function and the spectral form factor. We find that the power spectrum of delta(n) evolves from <(P(k)(delta))over bar> proportional to 1/ k at nu= 1 to <(P(k)(delta))over bar> proportional to 1/ k(2) at nu= 0. Relevantly, the transition is not homogeneous with a 1/ f alpha noise at all scales, but heterogeneous with coexisting 1/ f and 1/ f(2) noises. There exists a critical frequency k(c)proportional to nu that separates both behaviors: below k(c), <(P(k)(delta))over bar> follows a 1/f power law, while beyond kc, it transits abruptly to a 1/ f(2) power law. For nu>1 the 1/ f noise dominates through the whole frequency range, unveiling that the 1/ f correlation structure remains constant as we increase the level repulsion and reduce to zero the amplitude of the spectral fluctuations. All these results are confirmed by stringent numerical calculations involving matrices with dimensions up to 10(5).
© 2008 The American Physical Society. This work was supported in part by Spanish Government Grants Nos. FIS2006-12783-C03-01 and FIS2006-12783-C03-02 and by Comunidad de Madrid–CSIC Grant No. 200650M012. A.R. was supported by the Spanish program “Juan de la Cierva”.
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