Consider the Wigner matrix Wp in Exercise 16.3. Let 1, . . . , p be the
Question:
Consider the Wigner matrix Wp in Exercise 16.3. Let λ1, . . . , λp be the eigenvalues of Wp. Find a positive number,
a, such that p
−a
p j=1 λj converges almost surely to a limit, and determine the limit.
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