Averages over Ginibre's Ensemble of Random Real Matrices
arXiv:math-ph/0605006
Abstract
We give a method for computing the ensemble average of multiplicative class functions over the Gaussian ensemble of real asymmetric matrices. These averages are expressed in terms of the Pfaffian of Gram-like antisymmetric matrices formed with respect to a skew-symmetric inner product related to the class function.
12 pages