Wigner reservoir

[MartinuzziFrancesco]

Description

The diagonal elements are distributed as

$$ W_{\text{w},ii} \sim \mathcal{N}(0, \rho_1^2 / n), $$

whereas off-diagonal elements are created as:

$$ W_{\text{w},ij} = W_{\text{r},ji} \sim \mathcal{N} \left( 0, \frac{\rho_2^2}{n} \right), \quad i \ne j. \tag{10} $$

Source

I found this initialization in Verzelli2022 which mentions Inubushi2017 as the original source.