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Order Statistics and Ginibre's Ensembles
Authors:B Rider
Institution:1. Department of Mathematics, Duke University, Box 90320, Durham, North Carolina, 27708
Abstract: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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