Nearest-neigbor spacing distributions of the beta-Hermite ensemble of random matrices

G. Le Caer, C. Male, R. Delannay

Published 2007-04-24Version 1

The distributions of the spacing s between nearest-neighbor levels of unfolded spectra of random matrices from the beta-Hermite ensemble (beta-HE) is investigated by Monte Carlo simulations. The random matrices from the beta-HE are real-symmetric and tridiagonal where beta, which can take any positive value, is the reciprocal of the temperature in the classical electrostatic interpretation of eigenvalues. Generalized gamma distributions are shown to be excellent approximations of the nearest-neighbor spacing (NNS) distributions for any beta while being still simple. They account both for the level repulsion when s tends to zero and for the whole shape of the NNS distributions in the range of s which is accessible to experiment or to most numerical simulations. The exact NNS distribution of the GOE (beta=1) is in particular significantly better described by a generalized gamma distribution than it is by the Wigner surmise while the best generalized gamma approximation coincides essentially with the Wigner surmise for beta larger than ~2. The distributions of the minimum NN spacing between eigenvalues of matrices from the beta-HE, obtained both from as-calculated eigenvalues and from unfolded eigenvalues are Brody distributions.