image thumbnail

Wigner's Semicircle Law

version 1.0.0.0 (1.02 KB) by Youssef Khmou
Wigner's semicircle law : modelling the distribution of the eigenvalues of symmetric random matrix.

446 Downloads

Updated 06 May 2014

View License

The Wigner's semicircle distribution [1] is law that was observed in 1955 while studying The Hamiltonian operator in quantum mechanics.
This law describes the distribution of the eigenvalues of certain symmetric random matrices when the dimension N tends to infinity.
In this tutorial, we take an example of symmetric random matrix M drawn from normal distribution with dimension N=1000.
The theoretical and numerical Probability density functions of M are illustrated.
[1] Wigner, E. "Characteristic Vectors of Bordered Matrices with Infinite Dimensions." Ann. of Math. 62, 548-564, 1955.

Cite As

Youssef Khmou (2021). Wigner's Semicircle Law (https://www.mathworks.com/matlabcentral/fileexchange/46464-wigner-s-semicircle-law), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!