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math.PR2021★ 2 cited
Fluctuations and correlations for products of real asymmetric random matrices
Will FitzGerald, Nick Simm
We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random va…
math.PR2021
On the number of real eigenvalues of a product of truncated orthogonal random matrices
Alex Little, Francesco Mezzadri, Nick Simm
Let be chosen uniformly at random from the group of orthogonal matrices. Denote by the upper-left corner of , which we refer to…