Under Construction

RandomMatrix.wignersurmiseFunction
wignersurmise(s ; beta)  
  • beta : default 1,

    1 for the spacing density corresponds to GOE(2)

    $p_1(s)=\frac{\pi s}{2} e^{-\pi s^{2} / 4}$

    2 for the spacing density corresponds to GUE(2)

    $p_2(s)=\frac{32 s^{2}}{\pi^{2}} e^{-4 s^{2} / \pi}$

  • For more info see Wigner surmise on Wikipedia

Examples

Evaluate Wigner surmise for GOE at 2

wignersurmise(2)

0.1357605281502967

Evaluate Wigner surmise for GUE at 2

wignersurmise(2,beta=2)

0.07962814352725955
source