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.

All labels observed (5)

How this entity was disambiguated

Statements (47)

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 ⓘ

How these facts were elicited

Referenced by (15)

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

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 ⓘ