Wigner’s semicircle law for gaussian random matrices

semanticscholar（2021）

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摘要

In this expository paper, we study Wigner’s semicircle law for two types of Gaussian matrix ensembles, the Gaussian orthogonal ensemble (GOE) and the Gaussian unitary ensemble (GUE). We present two different proofs, an analytic one for GOE and a combinatorial one for GUE.

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