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A real Wigner matrix is a real symmetric matrix whose upper off-diagonal entries are independent centered copies of a fixed random variable, scaled to have variance of order $1/N$. Diagonal conventions may vary and should be specified separately. A common version has variance-one unscaled off-diagonal entries and either zero diagonal entries or independent diagonal entries with a bounded second moment.

For a bounded Borel set $W\subset {\mathbb{R}}^d$, the window count $N_W$ of a locally finite point process is a finite nonnegative integer random variable. It counts multiplicities, and the convention for window boundaries matters. On the time half-line, $N(t)=\Pi ((0,t])$ is a counting process and $N(t)-N(s)=\Pi ((s,t])$. For pairwise disjoint observation windows $W_1,\dots ,W_m$, the measure identityis valid for every realization. Additivity of counts supplies no independence assumption.

A zero-probability event has probability measure zero. It need not be empty: for a continuously distributed random variable, equality with a specified value is such an event. The complementary event occurs almost surely.