Gaussian unitary ensemble

E443666

The Gaussian unitary ensemble is a fundamental random matrix ensemble of complex Hermitian matrices with statistically independent, Gaussian-distributed entries, central to quantum chaos and random matrix theory.

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Predicate Object
instanceOf Gaussian ensemble
probability distribution
random matrix ensemble
unitary invariant ensemble
alsoKnownAs GUE
application mesoscopic physics
nuclear physics
number theory
quantum chaos
statistical mechanics
wireless communications
belongsToClass Wigner ensembles
linked to: Wigner matrices
bulkStatistics described by sine kernel determinantal process
DysonIndex 2
edgeFluctuations governed by Tracy–Widom GUE distribution
eigenvalueCorrelation given by Airy kernel at soft edge
given by sine kernel in bulk scaling limit
eigenvalueDistribution determinantal point process
eigenvalueJointDensity proportional to exp(-Σ λ_i^2/2σ^2) Π_{i<j}(λ_i-λ_j)^2
entryDistribution Gaussian-distributed entries
entryIndependence statistically independent entries
field mathematical physics
quantum chaos
random matrix theory
introducedBy Freeman Dyson
invarianceProperty invariant under conjugation by unitary matrices
levelRepulsionExponent 2
matrixType complex Hermitian matrices
parameter matrix size N
variance parameter of Gaussian entries
probabilityDensityForm proportional to exp(-Tr(H^2)/2σ^2)
relatedConcept Airy kernel
Dyson Brownian motion
Gaussian orthogonal ensemble
Gaussian symplectic ensemble
Tracy–Widom distribution
Wigner semicircle law
sine kernel
unitary group U(N)
relatedTo Riemann zeta function zeros (conjecturally similar statistics)
symmetryClass unitary symmetry
timeReversalSymmetry broken
typicalEigenvalueDensity Wigner semicircle distribution
universalityProperty local eigenvalue statistics are universal in large N limit
usedIn analysis of eigenvalue spacing distributions
study of spectral rigidity
theory of quantum transport
usedToModel eigenvalue statistics of large complex Hermitian matrices
energy level statistics of quantum systems with broken time-reversal symmetry

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Referenced by (19)

Full triples — surface form annotated when it differs from this entity's canonical label.

Wigner surmise ensembleType Gaussian unitary ensemble
random matrix theory hasKeyConcept Gaussian Unitary Ensemble
linked to: Gaussian unitary ensemble
Hilbert–Pólya conjecture relatedTo Gaussian Unitary Ensemble
linked to: Gaussian unitary ensemble
Montgomery's pair correlation conjecture relatedTo Gaussian unitary ensemble
Gaussian orthogonal ensemble relatedConcept Gaussian unitary ensemble
Gaussian orthogonal ensemble contrastWith Gaussian unitary ensemble with beta equals 2
linked to: Gaussian unitary ensemble
Dyson index β value2AssociatedWith Gaussian unitary ensemble
Poisson distribution with P(s) = e^{-s} comparedWith Gaussian unitary ensemble spacing distribution
linked to: Gaussian unitary ensemble
Gaussian symplectic ensemble isCompanionOf Gaussian unitary ensemble
Gaussian symplectic ensemble contrastedWith Gaussian unitary ensemble (β = 2)
linked to: Gaussian unitary ensemble
Dyson integral relatedTo Gaussian Unitary Ensemble
linked to: Gaussian unitary ensemble
Wigner semicircle law holdsFor Gaussian Unitary Ensemble
linked to: Gaussian unitary ensemble
Tracy–Widom distribution arisesIn Gaussian unitary ensemble
Dyson Brownian motion hasSpecialCase Gaussian Unitary Ensemble eigenvalue process
linked to: Gaussian unitary ensemble
Ginibre ensemble relatedConcept Gaussian Unitary Ensemble
linked to: Gaussian unitary ensemble
Ginibre ensemble contrastWith Gaussian Unitary Ensemble (Hermitian)
linked to: Gaussian unitary ensemble
Wigner matrices hasVariant Gaussian Unitary Ensemble
linked to: Gaussian unitary ensemble
Tracy–Widom distribution appliesTo Gaussian Unitary Ensemble
linked to: Gaussian unitary ensemble
quantum chaos usesTool Gaussian unitary ensemble