6533b82afe1ef96bd128b6ff
RESEARCH PRODUCT
Information Functionals and the Notion of (Un)Certainty: Random Matrix Theory - Inspired Case
Piotr Garbaczewskisubject
Random graphMultivariate random variableRandom functionGeneral Physics and AstronomyProbability distributionRandom elementApplied mathematicsMutual informationAlgebra of random variablesRandomnessMathematicsdescription
Information functionals allow one to quantify the degree of randomness of a given probability distribution, either absolutely (through min/max entropy principles) or relative to a prescribed reference one. Our primary aim is to analyze the “minimum information” assumption, which is a classic concept (R. Balian, 1968) in the random matrix theory. We put special emphasis on generic level (eigenvalue) spacing distributions and the degree of their randomness, or alternatively — information/organization deficit.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2007-10-01 | Acta Physica Polonica A |