Wigner matrix
= Wigner matrix
{c}
{title2=$X_{ij}=N^{-1/2}Y_{ij}$}
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.