probability theory → random variables FFFFF
Random Matrices
Let |αi represent the state of a nucleus, and H be the Hamiltonian matrix for the nucleus. We do not
necessarily know that these are eigenstates of H, although since H is a real-valued symmetric matrix
we know it has real eigenvalues. In reality there are a huge number of states for a complex nucleus like
238 U, far more than we can ever hope to measure exactly. In the 1950s, Wigner and Dyson realized that
we could model a system like this using a matrix with a large number of random entries. That way,
even if we don’t get any particular transition energy right, we may expect on average to see the overall
behavior of the system; e.g., within a keV or so, how much resonance do we expect to see? Thus, the
basic question we want to answer is the following: given a random H, what is the probability distribution
of the eigenvalues?
Let A be a real-valued symmetric n × n matrix with i.i.d. N (0, 1) entries; not surprisingly, A is called
a random matrix. Assume that n is very large, but finite.
(a) Show that (for a generic symmetric matrix B) and k ∈ N,
n
X
k
tr(B ) = λi k .
i=1
(b) Let λ be an eigenvalue of the random matrix A. Show that
k/2 1 k
n · k even
hλk i = 1 + k/2 k/2 .
0 k odd
This is a challenging combinatorics problem, so be careful!
Suppose we could find a probability distribution on λ that had the properties found in (b); then we
might say that that is indeed the same as the distribution of the eigenvalues of A themselves. Mathemat-
ically, that is not technically correct and further proof would be required, but for this problem that is all
that is necessary. Consider the following probability distribution on λ:
r
1 λ2 √
p(λ) = √ 1− Θ(2 n − |λ|).
π n 4n
(c) Show that this probability distribution has the same moments as you found in part (b).
The fact that this is the proper distribution to describe the eigenvalues of A is known as Wigner’s
semicircle rule (as the graph of p(λ) is a semicircle). While we didn’t prove it, this is also true for many
different types of random variables Aij .
Random matrix theory is a fairly modern field of mathematics with applications to number theory
and computational linear algebra, as well as nuclear physics.