Decomposition of spectral density in individual eigenvalue contributions

O. Bohigas 1, M. P. Pato 1, 2

Journal of Physics A Mathematical and Theoretical 43 (2010) 365001

The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of all eigenvalues, for medium matrix sizes, are described with a good precision by nearly normal distributions.

  • 1. Laboratoire de Physique Théorique et Modèles Statistiques (LPTMS),
    CNRS : UMR8626 – Université Paris XI – Paris Sud
  • 2. Instituto de Fisica,
    Universidade de São Paulo
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