  Using the simple procedure, recently introduced, of dividing Gaussian
matrices by a positive random variable, a family of random matrices is
generated characterized by a behavior ruled by the generalized hyperbolic
distribution. The spectral density evolves from the semi-circle law to a
Gaussian-like behavior while concomitantly the local fluctuations show a
transition from the Wigner-Dyson to the Poisson statistics. Long range
statistics such as number variance exhibit large fluctuations typical of
non-ergodic ensembles.
