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.

All labels observed (5)

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Statements (48)

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)

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

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 ⓘ