Fractal Structure of Random Matrices
arXiv:nucl-th/9907055 · doi:10.1016/S0378-4371(00)00179-5
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 .