Statistical Behavior of the Eigenvalues of Random Matrices
نویسنده
چکیده
This paper will investigate the statistical behavior of the eigenvalues of real symmetric random matrices. In particular, we shall be interested in the spacings s between adjacent eigenvalues. Let P (s) be the distribution of these spacings, in the limit of matrices of large dimension. Empirical evidence suggests that, for a large class of random matrices, P (s) is given approximately by the “Wigner surmise”:
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تاریخ انتشار 2001