Decomposition of spectral density in individual eigenvalue contributions
arXiv:1008.2321 · doi:10.1088/1751-8113/43/36/365001
Abstract
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.
23 pages, 14 figures
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