Correlations between eigenvalues of a random matrix

@article{Dyson1970CorrelationsBE,
  title={Correlations between eigenvalues of a random matrix},
  author={Freeman J. Dyson},
  journal={Communications in Mathematical Physics},
  year={1970},
  volume={19},
  pages={235-250}
}
  • F. Dyson
  • Published 1970
  • Mathematics
  • Communications in Mathematical Physics
Exact analytical expressions are found for the joint probability distribution functions ofn eigenvalues belonging to a random Hermitian matrix of orderN, wheren is any integer andN→∞. The distribution functions, like those obtained earlier forn=2, involve only trigonometrical functions of the eigenvalue differences. 
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