Normal mode analysis of disordered random-matrix ensembles

G. Torres-Vargas and R. Fossion

Physica A: Statistical Mechanics and its Applications, 2020, vol. 545, issue C

Abstract: The statistics of random-matrix spectra can be very sensitive to the unfolding procedure that separates global from local properties. In order to avoid the introduction of possible artifacts, recently it has been applied to ergodic ensembles of Random Matrix Theory (RMT) the singular value decomposition (SVD) method, based on normal mode analysis, which characterizes the long-range correlations of the spectral fluctuations in a direct way without performing any unfolding. However, in the case of more general ensembles, the ergodicity property is often broken leading to ambiguities between spectrum-unfolded and ensemble-unfolded fluctuation statistics. Here, we apply SVD to a disordered random-matrix ensemble with tunable nonergodicity, as a mathematical framework to characterize the nonergodicity. We show that ensemble-averaged and individual-spectrum averaged statistics are calculated consistently using the same normal mode basis, and the nonergodicity is explained as a breakdown of this common basis.

Keywords: Random-matrix theory; Nonergodicity; Unfolding; Time series analysis; Singular value decomposition (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119317637

DOI: 10.1016/j.physa.2019.123128

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