Decomposition of spectral density in individual eigenvalue contributions

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.

CAPES-COFECUB

Comité Français d´Evaluation de la Coopération Universitaire avec le Brésil (COFECUB)

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

CNPq

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

FAPESP

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)