RMT Level Repulsion
N:
80
Ensemble:
GOE
GUE
Poisson
Samples:
50
Resample
GOE (real symmetric): Wigner surmise P(s) ∝ s·exp(−πs²/4) — eigenvalues repel. GUE (complex Hermitian): P(s) ∝ s²·exp(−4s²/π). Poisson: P(s) = exp(−s) — no repulsion (uncorrelated levels). Nearest-neighbor spacings are normalized so <s>=1.