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Eigenvalue Statistics of the Real Ginibre Ensemble

Open access
Forrester, Peter J., Nagao, Taro·2007·Physical Review Letters

Abstract

The real Ginibre ensemble consists of random N x N matrices formed from independent and identically distributed standard Gaussian entries. By using the method of skew orthogonal polynomials, the general n-point correlations for the real eigenvalues, and for the complex eigenvalues, are given as n x n Pfaffians with explicit entries. A computationally tractable formula for the cumulative probability density of the largest real eigenvalue is presented. This is relevant to May's stability analysis of biological webs.

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Metadata

Authors
Forrester, P. J., & Nagao, T.
Venue
Physical Review Letters
Published
2007-08-03
Volume
99
Issue
5
Pages
050603-050603
ISSN
  • 0031-9007 (ISSN-L)
  • 1079-7114
OpenAlex
W2005031553
Cited by
162
References
2
FWCI
8.71
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Eigenvalue Statistics of the Real Ginibre Ensemble. https://app.cochat.ai/papers/10.1103/physrevlett.99.050603
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Forrester, P. J., & Nagao, T. (2007). Eigenvalue Statistics of the Real Ginibre Ensemble. Physical Review Letters. https://doi.org/10.1103/physrevlett.99.050603

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