# 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} }

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.

## 281 Citations

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