All Questions
1 question
2
votes
0
answers
1k
views
Random matrices whose limit gives exact Wigner surmise
Let $M$ come from an ensemble of $N\times N$ matrices. The Wigner surmise is density function $p^W_0(s)=\frac{\pi}{2}se^{-\pi s^2/4}$. From a random matrix point of view, we can write $\rho^W_0(s)=\...