Wigner semicircle distribution

The Wigner semicircle distribution, named after the physicist Eugene Wigner, is the probability distribution supported on the interval [−R, R] the graph of whose probability density function f is a semicircle of radius R centered at (0, 0) and then suitably normalized (so that it is really a semi-ellipse): for −R ≤ x ≤ R, and f(x) = 0 if R < |x|. This distribution arises as the limiting distribution of eigenvalues of many random symmetric matrices as the size of the matrix approaches infinity.

Wigner semicircle distribution

The Wigner semicircle distribution, named after the physicist Eugene Wigner, is the probability distribution supported on the interval [−R, R] the graph of whose probability density function f is a semicircle of radius R centered at (0, 0) and then suitably normalized (so that it is really a semi-ellipse): for −R ≤ x ≤ R, and f(x) = 0 if R < |x|. This distribution arises as the limiting distribution of eigenvalues of many random symmetric matrices as the size of the matrix approaches infinity.