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Wigner-Dyson: Level Repulsion in Random Matrices

Eigenvalue spacing statistics — P(s) ~ s·exp(−πs²/4) for the GOE

PARAMETERS

Total spacings: 0
Mean spacing:
Wigner ratio r:

Wigner surmise — exact for 2×2 GOE, excellent approximation for large N:

P(s) = (π/2)s·exp(−πs²/4)

Level repulsion: P(s→0) ~ s (eigenvalues avoid each other). Poisson statistics P(s) = e^{-s} shows no repulsion — uncorrelated levels.

The GUE Wigner surmise: P(s) = (32/π²)s²·exp(−4s²/π) — stronger repulsion (β=2 vs GOE β=1).

Random matrices describe quantum chaotic systems (BGS conjecture), heavy nucleus energy levels, Riemann zeros, and random graph spectra.