Density of states for GUE, GOE, and interpolating ensembles through supersymmetric approach
arXiv:1307.3698
Abstract
We use the supersymmetric formalism to derive an integral formula for the density of states of the Gaussian Orthogonal Ensemble, and then apply saddle-point analysis to give a new derivation of the 1/N-correction to Wigner's law. This extends the work of Disertori on the Gaussian Unitary Ensemble. We also apply our method to the interpolating ensembles of Mehta--Pandey.
22 pp. Added interpolating ensembles of Mehta--Pandey. To appear in J. Math. Phys. Fixed 2 typos