Wigner semicircle law

E898462

The Wigner semicircle law is a fundamental result in random matrix theory that describes how the eigenvalues of large random symmetric (or Hermitian) matrices are distributed according to a characteristic semicircular density.

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Predicate Object
instanceOf limit theorem
probability law
theorem in random matrix theory
appliesTo large random Hermitian matrices
large random symmetric matrices
assumes finite variance entries
identically distributed off-diagonal entries
independent matrix entries up to symmetry
mean-zero entries
concernsLimit matrix size n → ∞
concernsObject Wigner matrices
concernsQuantity eigenvalue density
spectral measure
describes empirical spectral distribution of eigenvalues
limiting eigenvalue distribution of random matrices
field mathematical physics
probability theory
random matrix theory
hasAlternativeName Wigner’s semicircle distribution
semicircular law
hasConvergenceType almost sure convergence
weak convergence of measures
hasDensityFormula (1/(2πσ²))·sqrt(4σ² - x²) on [-2σ,2σ]
hasDensityShape semicircle
hasGeneralization free central limit theorem
hasParameter variance parameter σ²
hasSupport compact interval
hasSymmetry symmetric density around 0
hasTypicalSupportForm [-2σ, 2σ]
holdsFor Gaussian Orthogonal Ensemble
Gaussian Symplectic Ensemble
Gaussian Unitary Ensemble
implies convergence of empirical spectral distribution
introducedBy Eugene Wigner
isAnalogOf central limit theorem for eigenvalues
isSpecialCaseOf universality phenomena in random matrices
mathematicalDomain matrix analysis
spectral theory
namedAfter Eugene Wigner
relatedTo Marchenko–Pastur law
circular law
free probability theory
usedIn nuclear physics
number theory
quantum chaos
statistics of large data matrices
theory of disordered systems
yearIntroducedApprox 1950s

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Referenced by (8)

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random matrix theory hasKeyConcept Wigner semicircle law
Gaussian orthogonal ensemble eigenvalueDensity Wigner semicircle law
Gaussian unitary ensemble relatedConcept Wigner semicircle law
Gaussian unitary ensemble typicalEigenvalueDensity Wigner semicircle distribution
linked to: Wigner semicircle law
May–Wigner stability theorem inspiredBy Wigner’s semicircle law
linked to: Wigner semicircle law
Wigner semicircle law hasAlternativeName semicircular law
linked to: Wigner semicircle law
Wigner semicircle law hasAlternativeName Wigner’s semicircle distribution
linked to: Wigner semicircle law
Marchenko–Pastur law relatedTo Wigner semicircle law