Physical Review Letters · 1990 · 26 citations · 12 references
Natural SciencesMathematicsProbability TheoryStatisticsStochastic ProcessesComputational StatisticsProbability DistributionsStatistical MechanicsEigenvalue ComputationRandom MatricesRandom Matrix TheoryWigner Function
A numerical study of a set of random matrices which interpolate Poisson and Gaussian orthogonal ensembles is reported. The result indicates that the transition from Poisson to Wigner distributions for the nearest-level spacing does not depend on the details of the random-matrix parametrization and is essentially governed by a single parameter. Brody's one-parameter interpolation formula is found to describe the transition rather well.
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