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Order Statistics and Ginibre's Ensembles
被引:0
|作者:
B. Rider
机构:
[1] Duke University,Department of Mathematics
来源:
关键词:
random matrices;
order statistics;
D O I:
暂无
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学科分类号:
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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