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Constructions and techniques in random matrix ensembles and related statistics

In this paper we present two distinct constructions of the gaussian orthogonal ensemble. For didactic purposes we consider matrices of dimension 2. In this manner we obtain analytical results for the distribution of the elements of the matrices, the spacing, one component of the wave functions and also the density of states. We compare our analytical results with numerical simulations.

random matrix; Wigner; Poisson


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