Power law deformation of Wishart–Laguerre ensembles of random matrices
Power law deformation of Wishart–Laguerre ensembles of random matrices
We introduce a one-parameter deformation of the Wishart–Laguerre or chiral ensembles of positive definite random matrices with Dyson index β = 1,2 and 4. Our generalized model has a fat-tailed distribution while preserving the invariance under orthogonal, unitary or symplectic transformations. The spectral properties are derived analytically for finite matrix …