bline80
The information in the Jupiter notebook is different than the one in the article; actually I find math in Jupiter Notebooks also not nice and readable, apart from the occasional equations here and there... for a full calculation it is not the best, even though some extensions help.
Btw, I thought the article was not behind a paywall ... I chose not to profit from it by not activating the option. I need to check again how it works.
https://en.wikipedia.org/wiki/Diagonalizable_matrix#Diagonal...
This is why is called the Gaussian Orthogonal Ensemble. The Unitary ensemble deals with unitary matrices for example. All of these ensembles deal with diagonalisable matrices.
The code is providing a numerical verification of the analytical formula. It is a simple code that samples symmetric matrices of different NxN size from a Gaussian distribution.
For N fixed, you draw a certain number of samples and you plot the eigenvalue distribution and compare it with the analytics. Then you can see that for small N there is a deviation from the analytical expression, as this was formally obtained in the large N limit.
Hope this clarifies.