{ "id": "1901.09257", "version": "v1", "published": "2019-01-26T18:18:48.000Z", "updated": "2019-01-26T18:18:48.000Z", "title": "Uniqueness of the Gaussian Orthogonal Ensemble", "authors": [ "Jose Angel Sanchez Gomez", "Victor Amaya Carvajal" ], "categories": [ "math.PR" ], "abstract": "It is not hard to prove that, given a random Wigner matrix $X$ that belongs to the Gaussian Orthogonal Ensemble (GOE), then $X$ is invariant under orthogonal conjugations. Our aim is to prove that if $X$ is a random symmetric matrix that is invariant under orthogonal transformations then such matrix $X$ belongs to the GOE. We will to this using nothing more than the characteristic function.", "revisions": [ { "version": "v1", "updated": "2019-01-26T18:18:48.000Z" } ], "analyses": { "keywords": [ "gaussian orthogonal ensemble", "uniqueness", "random wigner matrix", "random symmetric matrix", "orthogonal transformations" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }