Abstract
Introducing a fictitious time evolution in a random matrix model having Gaussian entries, we prove that the empirical distribution of the scaled eigenvalues of the random matrix converges in probability to the Wigner's semi-circle law.
Citation
Tsuyoshi Hiratsuka. Nariyuki Minami. "Derivation of Wigner's semi-circle law for a class of matrix ensembles via Brownian motion." Tsukuba J. Math. 25 (2) 443 - 464, December 2001. https://doi.org/10.21099/tkbjm/1496164298
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