For our Stanford Undergraduate Research Institute in Mathematics (SURIM) summer research project, we'll be formalizing Wigner's Semicircle Law in Lean. The proof we will follow is contained in the first 18 pages of Todd Kemp's RMT notes. If time permits, we will try to remove the moment assumptions on the entries and formalize up through page 23.
Links to the github repository and project website are below.
github.com/FredRaj3/SemicircleLaw (Repository)
fredraj3.github.io/SemicircleLaw/ (Project Site)
Week 1 Intro Worksheet: pdf, LaTeX
Week 1 Intro Presentation: slides
Week 2 Intro Computations and Linear Algebra: pdf
Other interesting reading: