Exponential Ensemble for Random Matrices

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Abstract
Using the ideas of information theory, it is pointed out that the Gaussian ensemble for random Hermitian matrices can be characterized as the ``most random'' ensemble of these matrices. Pursuing the same characterization for positive matrices, we are led in a natural way to the definition of the exponential ensemble. Transforming to a representation of eigenvectors and eigenvalues, the joint distribution function for the eigenvalues of positive Hermitian matrices is found for this ensemble. The asymptotic single‐level density formula is derived, using a semiclassical model. It is found that the density is convex from below over most of the domain of eigenvalues. Since this is similar to the exponential dependence expected for nuclear spectra, the density is examined in a region near the level taken to correspond with the lowest nuclear level. It turns out, however, that the density is concave from below near this level, and that a large number of levels are contained in this concave region. Hence the exponential ensemble does not fairly represent nuclear energy levels, at least in this region. Various changes are made in the measure on the matrix ensemble to determine to what extent the level density depends on this measure. It is seen that the level density graph retains a characteristic shape for a wide variety of measures. The relationship of the limiting behavior of the level density for positive matrices to the semicircle law is noted.

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