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Carlo Beenakker
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Case 3:

Let me define $t=x\sqrt{2\gamma}$, then it is known from random-matrix theory (see, for example, Forrester's book) that for a fixed $\gamma$ the probability distribution $P(x_1)$ of a single eigenvalue $x_1$ tends in the limit $n\rightarrow\infty$ to the $\gamma$-independent semicircle $$P(x)=\frac{1}{\pi n}\sqrt{2n-x^2},\;\;|x|\leq\sqrt{2n}.$$ The desired ratio $\nu$ then evaluates to $$\nu=\frac{\int (2\gamma x^2-1)P(x)\,dx}{\left[\int (2\gamma x^2-1)^2P(x)\,dx\right]^{1/2}}=\frac{\gamma n-1}{\sqrt{2 \gamma n (\gamma n-1)+1}}\rightarrow \frac{1}{\sqrt 2}\;\;\text{for}\;\;n\rightarrow\infty.$$

Carlo Beenakker
  • 188.1k
  • 18
  • 448
  • 651