Eigenvalue statistics of the real Ginibre ensemble

Abstract

The real Ginibre ensemble consists of random $N\times N$ matrices formed from i.i.d. standard Gaussian entries. By using the method of skew orthogonal polynomials, the general $n$-point correlations for the real eigenvalues, and for the complex eigenvalues, are given as $n\times n$ Pfaffians with explicit entries. A computationally tractable formula for the cumulative probability density of the largest real eigenvalue is presented. This is relevant to May's stability analysis of biological webs.

4 pages, to appear PRL

References in corpus (1)

• Statistics of Real Eigenvalues in Ginibre's Ensemble of Random Real Matrices

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