5 - Random Matrix Ensembles
Published online by Cambridge University Press: 24 October 2025
Summary
We now introduce the results from random matrix theory that are needed to prove Theorem 6.2 and Proposition 6.5 in the next chapter.Let H be an N x N Hermitian (or real symmetric) matrix with eigenvalues λ1≥λ2≥⋯≥λN and let β1,β2,…,βN
denote the absolute value of the first components of the normalized eigenvectors.We assume the entries of H are distributed according to an invariant or generalized Wigner ensemble (see Section 5.1).
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- The Toda Lattice and Universality for the Computation of the Eigenvalues of a Random Matrix , pp. 122 - 128Publisher: Cambridge University PressPrint publication year: 2025
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