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TheoremProved

The Wigner surmise for level spacing

Statement

For a 2×22\times2 GOE matrix, the distribution of the (normalized) eigenvalue gap is exactly p(s)=πs2e−πs2/4p(s) = \frac{\pi s}{2} e^{-\pi s^2/4}; Wigner's heuristic was that this small-matrix formula already captures the qualitative local spacing statistics of the full N×NN\times N GOE for large NN, a claim later confirmed rigorously (to high precision, though not identically) by the exact correlation-function methods of Gaudin and Mehta.

Why is it true?

A 2x2 matrix is the smallest system that has a gap between two eigenvalues at all, and it is small enough to compute the exact joint density of its entries by hand — yet it already contains the essential mechanism (the gap depends on an off-diagonal entry that must vanish for a degenerate eigenvalue, and vanishing is a single extra condition, which is what produces repulsion instead of clustering).

Proof sketch

Step 1 (setup). Let H=(abbc)H = \begin{pmatrix} a & b \\ b & c \end{pmatrix} be a 2×22\times2 GOE matrix with a,ca,c independent standard normal and bb independent normal with variance 12\frac12. Its characteristic polynomial gives eigenvalues λ±=a+c2±s2\lambda_{\pm} = \frac{a+c}{2} \pm \frac{s}{2} where the gap is s=(a−c)2+4b2s = \sqrt{(a-c)^2 + 4b^2}.

Step 2 (change of variables). Set u=a−c2,  v=b2u = \frac{a-c}{\sqrt{2}}, \; v = b\sqrt{2}; a direct check of variances shows uu and vv are independent standard normal variables, and s=u2+v2s = \sqrt{u^2+v^2} exactly, since (a−c)2+4b2=2u2+2v2(a-c)^2+4b^2 = 2u^2+2v^2 simplifies to 2(u2+v2)2(u^2+v^2) after the substitution — so s=2⋅(u2+v2)/2s = \sqrt{2}\cdot\sqrt{(u^2+v^2)/2}, i.e. ss is 2\sqrt{2} times the radius of a standard 2D Gaussian vector.

Step 3 (polar coordinates). The radius r=u2+v2r=\sqrt{u^2+v^2} of a standard 2D Gaussian vector is Rayleigh distributed with density r e−r2/2r\,e^{-r^2/2} (from integrating the joint Gaussian density 12πe−(u2+v2)/2\frac{1}{2\pi}e^{-(u^2+v^2)/2} over the angle, which contributes a factor 2π2\pi, and the Jacobian rr from du dv=r dr dθdu\,dv = r\,dr\,d\theta). Substituting r=s/2r = s/\sqrt2 and using dr=ds/2dr = ds/\sqrt2 turns this into a density c⋅s e−s2/4c\cdot s\, e^{-s^2/4} in ss for some constant cc.

Step 4 (normalize). Fixing cc so that the mean spacing ∫0∞s⋅p(s) ds=1\int_0^\infty s\cdot p(s)\,ds = 1 (the convention used throughout the theory) pins down c=π/2c = \pi/2, giving exactly p(s)=πs2e−πs2/4p(s) = \frac{\pi s}{2} e^{-\pi s^2/4} — matching the claimed formula.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Alan Edelman, N. Raj Rao (2005). Random matrix theory
  2. Wikipedia contributors (2024). Montgomery's pair correlation conjecture
  3. Wikipedia contributors (2024). Wigner semicircle distribution