Decomposition of spectral density in individual eigenvalue contributions

Details Decomposition of spectral density in individual eigenvalue contributions Decomposition of spectral density in individual eigenvalue contributions

2010-08-13

arxiv.org/abs/1008.2321v1

J. Phys. A: Math. Theor. 43 (2010) 365001

Physics

Mathematical Physics

23 pages, 14 figures

Scientific paper

10.1088/1751-8113/43/36/365001

The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian
matrices and the Wishart covariant matrices, are decomposed in the
contributions of each individual eigenvalue distribution. It is shown that the
fluctuations of all eigenvalues, for medium matrix sizes, are described with a
good precision by nearly normal distributions.

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