\documentclass{article} % set up telugu \usepackage{fontspec} \newfontfamily\telugufont{Potti Sreeramulu}[Script = Telugu] \usepackage{polyglossia} \setdefaultlanguage{english} \setotherlanguage{telugu} %other packages \usepackage{amsmath} \usepackage{amssymb} \usepackage{physics} \usepackage{siunitx} \usepackage{todonotes} \usepackage[plain]{fancyref} \usepackage{luacode} \usepackage{titling} \usepackage{enumitem} % custom deepak packages \usepackage{luatrivially} \usepackage{subtitling} \begin{luacode*} math.randomseed(31415926) \end{luacode*} \title{Problem 1.6} \subtitle{Random matrix theory} \author{\begin{telugu}హృదయ్ దీపక్ మల్లుభొట్ల\end{telugu}} % want empty date \predate{} \date{} \postdate{} % !TeX spellcheck = en_GB \begin{document} \maketitle Gaussian orthogonal ensemble: $N \times N$ matrix, all elements are random numbers with Gaussian distributions of mean zero and $\sigma = 1$. So each member from \begin{equation} \rho(x) = \frac{1}{\sqrt{2 \pi}} e^{-\flatfrac{x^2}{2}} \end{equation} Then add with its transpose to make symmetric. Let's look at $N = 2$, so $M = \begin{pmatrix} a & b \\ b & c \end{pmatrix}$ \begin{enumerate}[label=(\alph*), start=2] \item Show that the eigenvalue difference for $M$ is $\lambda = \sqrt{\left(c - a\right)^2 + 4 b^2} = 2 \sqrt{d^2 + b^2}$, where $d = \flatfrac{\left(c-a\right)}{2}$ \end{enumerate} \section{Solution} \label{sec:solution} \subsection{(b) Eigenvalue differences} \label{subsec:solb} \triv the eigenvalues $\nu_{\pm}$ are easy to find. Set up the characteristic equation. \begin{align} 0 &= \left(a - \nu\right)\left(c - \nu\right) - b^2 \\ &= (ac - b^2) - \left(a + c\right) \nu + \nu^2. \end{align} \thrf \begin{align} \nu_\pm &= \frac{\left(a + c \right) \pm \sqrt{\left(a + c\right)^2 - 4 \left(ac -b^2\right)}}{2} \\ \nu_\pm &= \frac{\left(a + c \right) \pm \sqrt{\left(c - a\right)^2 + 4 b^2}}{2} \end{align} So the difference is $\sqrt{\left(c - a\right)^2 + 4 b^2}$. We have thus $\flatfrac{\lambda^2}{4} = d^2 + b^2$, so the region of between fixed $\lambda$ and $\lambda + \Delta$ is an annulus, around the circle with radius $\flatfrac{\lambda}{2}$. \triv \begin{align} \rho(\lambda) &= \int_{(d, b)} \rho(d, b) \dd{d} \dd{b} \\ &\propto \int_{(d, b)} \rho(d, b) \lambda \dd{\lambda} \dd{\phi} \\ &\propto 2 \pi \int_{(d, b)} \rho(d, b) \lambda \dd{\lambda} \end{align} The $\propto$ is because some factors of $2$. Important point is that as long as the probability $\rho_M$ is well-enough behaved, then as $\lambda \rightarrow 0$, $\rho(\lambda) \rightarrow 0$. \newpage \listoftodos \end{document}