Wigner matrices

E898468

Wigner matrices are large random symmetric (or Hermitian) matrices with independent, identically distributed entries (up to symmetry) that serve as a fundamental model in random matrix theory for studying eigenvalue statistics and universal spectral behavior.

All labels observed (3)

Label Occurrences
Wigner matrices canonical 2
Wigner ensembles 1
Wigner matrix ensembles 1

How this entity was disambiguated

Statements (49)

Predicate Object
instanceOf mathematical object ⓘ
random matrix ensemble ⓘ
appliesTo complex disordered quantum systems ⓘ
models of heavy nuclei energy levels ⓘ
entryDistributionCondition diagonal entries are independent and identically distributed ⓘ
entries have finite variance ⓘ
off-diagonal entries are independent and identically distributed ⓘ
off-diagonal entries are independent of diagonal entries ⓘ
field mathematical physics ⓘ
probability theory ⓘ
random matrix theory ⓘ
hasProperty centered entries (often mean zero) ⓘ
complex Hermitian in the complex case ⓘ
eigenvalues are real ⓘ
identically distributed diagonal entries (possibly different law from off-diagonal) ⓘ
identically distributed off-diagonal entries ⓘ
independent entries up to symmetry ⓘ
large dimension ⓘ
real symmetric in the real case ⓘ
symmetric or Hermitian ⓘ
variance-normalized entries ⓘ
hasVariant Gaussian Orthogonal Ensemble ⓘ
Gaussian Unitary Ensemble ⓘ
complex Hermitian Wigner matrices ⓘ
real symmetric Wigner matrices ⓘ
introducedBy Eugene Wigner ⓘ
introducedInContext statistical theory of energy levels of complex quantum systems ⓘ
namedAfter Eugene Wigner ⓘ
relatedTo Dyson Brownian motion ⓘ
free probability theory ⓘ
level repulsion ⓘ
semicircle distribution ⓘ
universality conjectures ⓘ
satisfies Wigner semicircle law for empirical spectral distribution ⓘ
concentration of spectral norm around 2 in the normalized case ⓘ
universality of local eigenvalue statistics under mild moment conditions ⓘ
scalingConvention entries often scaled by 1/sqrt(n) ⓘ
typicalResult empirical spectral measure converges almost surely to semicircle law ⓘ
fluctuations of largest eigenvalue often follow Tracy–Widom distribution ⓘ
largest eigenvalue converges to 2 in the normalized case ⓘ
local eigenvalue statistics in bulk match GOE or GUE statistics ⓘ
usedFor modeling energy levels of complex quantum systems ⓘ
proving universality results in random matrix theory ⓘ
studying delocalization of eigenvectors ⓘ
studying eigenvalue statistics ⓘ
studying global eigenvalue distribution ⓘ
studying local eigenvalue spacing ⓘ
studying spectral norms of random matrices ⓘ
studying universal spectral behavior ⓘ

How these facts were elicited

Referenced by (4)

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

random matrix theory → hasKeyConcept → Wigner matrices ⓘ
Gaussian orthogonal ensemble → belongsTo → Wigner matrix ensembles ⓘ
linked to: Wigner matrices
Gaussian unitary ensemble → belongsToClass → Wigner ensembles ⓘ
linked to: Wigner matrices
Wigner semicircle law → concernsObject → Wigner matrices ⓘ