On the distribution of the largest real eigenvalue for the real Ginibre ensemble

M. Poplavskyi, Roger Tribe, Oleg Zaboronski

Let $\sqrt{N}+{\lambda }_{max}$ be the largest real eigenvalue of a random $N\times N$ matrix with independent $N(0,1)$ entries (the `real Ginibre matrix'). We study the large deviations be…