Concept

Semicircle law

Wigner's law that the eigenvalues of a large random symmetric matrix, suitably scaled, are spread with a semicircular density. It holds whatever the distribution of the entries, provided they are independent with equal variance.

Named by 2 essays across one field — each of them below, with the objects they name alongside it.

Named alongside it

The objects these essays reach for when they reach for this one.

Avoided crossingDouble coverEigenvalueIndependenceInterlacingInterpolationQuaternionRandom matrixRandom walkRotationSymmetric matrixSymmetry group

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