Gaussian orthogonal ensemble

E443153

The Gaussian orthogonal ensemble is a fundamental random matrix ensemble of real symmetric matrices with Gaussian-distributed entries, central to the study of eigenvalue statistics and universality in random matrix theory.

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Predicate Object
instanceOf Gaussian random matrix ensemble
probability distribution on matrices
random matrix ensemble
abbreviation GOE
application disordered systems
mesoscopic physics
multivariate statistics
nuclear physics
number theory
quantum chaos
statistical mechanics
belongsTo Wigner matrix ensembles
linked to: Wigner matrices
betaEnsembleParameter 1
contrastWith Gaussian symplectic ensemble with beta equals 4
Gaussian unitary ensemble with beta equals 2
diagonalEntryVariance twice off-diagonal variance in standard normalization
DysonIndex 1
edgeEigenvalueDistribution Tracy–Widom distribution for beta equals 1
eigenvalueDensity Wigner semicircle law
eigenvalueStatistics Wigner–Dyson statistics
linked to: Wigner surmise
entryDistribution Gaussian distribution
field mathematical physics
probability theory
random matrix theory
hasSymmetryGroup orthogonal group O(n)
introducedBy Eugene Wigner
invarianceProperty invariant under orthogonal conjugation
jointEigenvalueDensity given by Vandermonde determinant to the first power times Gaussian weight
levelRepulsionExponent 1
matrixEntryMean 0
matrixEntryVariance depends on normalization convention
matrixType real symmetric matrices
probabilityDensityForm proportional to exp of minus n over 4 times trace of H squared in standard normalization
relatedConcept Dyson Brownian motion
Gaussian symplectic ensemble
Gaussian unitary ensemble
orthogonal group
scalingLimit Airy kernel at the soft edge
sine kernel in the bulk
spectralMeasureLimit semicircle distribution
symmetryClass orthogonal symmetry
timeReversalSymmetry present
typicalMatrixSize n by n real symmetric matrix
typicalNormalization entries scaled by 1 over square root of matrix size
universalityRole prototype for universality of eigenvalue statistics
usedFor modeling spectra of time-reversal invariant quantum systems
usedIn universality proofs for Wigner matrices

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Referenced by (15)

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Wigner surmise ensembleType Gaussian orthogonal ensemble
random matrix theory hasKeyConcept Gaussian Orthogonal Ensemble
linked to: Gaussian orthogonal ensemble
Dyson index β value1AssociatedWith Gaussian orthogonal ensemble
Poisson distribution with P(s) = e^{-s} comparedWith Gaussian orthogonal ensemble spacing distribution
linked to: Gaussian orthogonal ensemble
Gaussian unitary ensemble relatedConcept Gaussian orthogonal ensemble
Gaussian symplectic ensemble isCompanionOf Gaussian orthogonal ensemble
Gaussian symplectic ensemble contrastedWith Gaussian orthogonal ensemble (β = 1)
linked to: Gaussian orthogonal ensemble
Dyson integral relatedTo Gaussian Orthogonal Ensemble
linked to: Gaussian orthogonal ensemble
Wigner semicircle law holdsFor Gaussian Orthogonal Ensemble
linked to: Gaussian orthogonal ensemble
Tracy–Widom distribution arisesIn Gaussian orthogonal ensemble
Dyson Brownian motion hasSpecialCase Gaussian Orthogonal Ensemble eigenvalue process
linked to: Gaussian orthogonal ensemble
Ginibre ensemble relatedConcept Gaussian Orthogonal Ensemble
linked to: Gaussian orthogonal ensemble
Wigner matrices hasVariant Gaussian Orthogonal Ensemble
linked to: Gaussian orthogonal ensemble
Tracy–Widom distribution appliesTo Gaussian Orthogonal Ensemble
linked to: Gaussian orthogonal ensemble
quantum chaos usesTool Gaussian orthogonal ensemble