Wigner-Dyson level-spacing statistics P_beta(s) for chaotic spectra

Layer 0 — Mathematicsin the Stochastic Processes subtree

Wigner-Dyson level-spacing statistics (Wigner 1955 *Ann Math* 62, 548; Dyson 1962 *J Math Phys* 3, 140-175) describe the universal nearest-neighbour spacing distribution P_beta(s) of eigenvalue sequences of large random Hermitian matrices.…

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Gaussian (normal) distribution

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