Apr 20'25

Exercise

[math] \newcommand{\mathds}{\mathbb}[/math]

Look up the Wigner and Marchenko-Pastur laws, given by

[[math]] \gamma_1=\frac{1}{2\pi}\sqrt{4-x^2}dx\quad,\quad \pi_1=\frac{1}{2\pi}\sqrt{4x^{-1}-1}\,dx [[/math]]

and write down a brief account of what you found, and understood.