Density of states for GUE, GOE, and interpolating ensembles through supersymmetric approach

Abstract

We use the supersymmetric formalism to derive an integral formula for the density of states of the Gaussian Orthogonal Ensemble, and then apply saddle-point analysis to give a new derivation of the 1/N-correction to Wigner's law. This extends the work of Disertori on the Gaussian Unitary Ensemble. We also apply our method to the interpolating ensembles of Mehta--Pandey.