I was trying to numerically find the probibility distribution of the eigenvalues of a matrix whose elements are random within the range [-0.5:0.5]. In every case, I found that the distribution looks like the attatched image. Is there any way to prove this?
Even with the elements taken from normal distribution, the curve looks more or less just the same.
2026-03-26 17:30:19.1774546219
Probability distribution of eigenvalues of a random matrix
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