A note on mixed matrix moments for the complex Ginibre ensemble
نویسندگان
چکیده
منابع مشابه
Extremal laws for the real Ginibre ensemble
The real Ginibre ensemble refers to the family of n × n matrices in which each entry is an independent Gaussian random variable of mean zero and variance one. Our main result is that the appropriately scaled spectral radius converges in law to a Gumbel distribution as n→∞. This fact has been known to hold in the complex and quaternion analogues of the ensemble for some time, with simpler proofs...
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ژورنال
عنوان ژورنال: Journal of Mathematical Physics
سال: 2015
ISSN: 0022-2488,1089-7658
DOI: 10.1063/1.4904451