Formalizing Wigner’s Semicircle Law
1
Empirical Distribution
2
Random Matrix Theory
3
Convergence of Matrix Moments
▶
3.1
Convergence in Expectation
3.2
Convergence in Probability
4
SemicircleDistribution
▶
4.1
Semicircle Probability Density Function
4.2
To Extended Nonnegative Reals
4.3
Semicircle Distribution
4.4
Transformations
5
Bibliography
Dependency graph
2 Random Matrix Theory