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Fractal Structure of Random Matrices

M. S. Hussein·M. P. Pato
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Abstract

A multifractal analysis is performed on the universality classes of random matrices and the transition ones.Our results indicate that the eigenvector probability distribution is a linear sum of two chi-squared distribution throughout the transition between the universality ensembles of random matrix theory and Poisson .

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M. S. Hussein, M. P. Pato. 1999-07-14. Fractal Structure of Random Matrices. https://doi.org/10.1016/s0378-4371(00)00179-5

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