# Eigenvalue statistics of the real Ginibre ensemble.

@article{Forrester2007EigenvalueSO, title={Eigenvalue statistics of the real Ginibre ensemble.}, author={Peter J. Forrester and Taro Nagao}, journal={Physical review letters}, year={2007}, volume={99 5}, pages={ 050603 } }

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…

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## 109 Citations

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