Skip to main content
2 of 2
edited body
Carlo Beenakker
  • 188.1k
  • 18
  • 448
  • 651

The average density of states in the Gaussian ensembles whose eigenvalues are restricted to lie in a given interval, or to be greater than a given minimal value, was calculated by Dean and Majumdar in Extreme Value Statistics of Eigenvalues of Gaussian Random Matrices. The eigenvalue density has a $1/\sqrt x$ divergence at the end points of the interval. The case in the OP of a constraint of positive eigenvalues is the red solid curve in this plot from the cited paper.

Carlo Beenakker
  • 188.1k
  • 18
  • 448
  • 651