Average density of states for Hermitian Wigner matrices (Q645222)

Ensembles of \(N \times N\) Hermitian Wigner matrices are considered whose entries are (up to the symmetry constraints) independent and identically distributed random variables. Assuming sufficient regularity for the probability density function of the entries, it is shown that the expectation of the density of the states on arbitrarily small intervals converges to the semicircle law as \(N\) tends to infinity.