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