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Abstract: The real Ginibre ensemble consists of random $N \times N$ matrices formedfrom i.i.d. standard Gaussian entries. By using the method of skew orthogonalpolynomials, the general $n$-point correlations for the real eigenvalues, andfor the complex eigenvalues, are given as $n \times n$ Pfaffians with explicitentries. A computationally tractable formula for the cumulative probabilitydensity of the largest real eigenvalue is presented. This is relevant to May-sstability analysis of biological webs.



Autor: Peter J. Forrester, Taro Nagao

Fuente: https://arxiv.org/







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