Figure 4. The distribution of the elements of 
, for equally spaced values of 
.
The eigenvectors 
for a correlation matrix from simulations similar to those in figure 2 used to demonstrate the approximately Gaussian distribution for the elements of 
. The red distribution in the front is for 
, and the black distribution in the back is for 
, with intermediate layers corresponding to intermediate values. The 
matrix was randomly initialized for each value of 
.