WIGNER SURMISE
Matrix size N:
50
Ensemble:
GOE (real symmetric)
GUE (complex Hermitian)
Poisson (diagonal)
Matrices accumulated:
0
Generate 10 matrices
Clear
GOE
(β=1): P(s) = πs/2·e^{-πs²/4}
GUE
(β=2): P(s) = 32s²/π²·e^{-4s²/π}
Poisson:
P(s) = e^{-s}
Level repulsion: P(s) ~ sᵝ near s=0
GOE: β=1, GUE: β=2, GSE: β=4
Wigner surmise: exact for 2×2,
excellent approximation for N→∞
Integrable systems → Poisson
Chaotic systems → Wigner-Dyson