Order Statistics and Ginibre's Ensembles

被引:0
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作者
B. Rider
机构
[1] Duke University,Department of Mathematics
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关键词
random matrices; order statistics;
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摘要
The moduli of the eigenvalues at the edge of Ginibre's complex and quaternion Gaussian random matrix ensembles are shown to respond to a limit theorem identical in nature to that for independent identically distributed sequences. This is a companion work to ref. 15 in which the limit law for the (scaled) spectral radius of these ensembles was identified.
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页码:1139 / 1148
页数:9
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