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Distribution of the eigenvalues of Gaussian random matrices - MaRDI portal

Distribution of the eigenvalues of Gaussian random matrices (Q799292)

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scientific article; zbMATH DE number 3874307
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Distribution of the eigenvalues of Gaussian random matrices
scientific article; zbMATH DE number 3874307

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    Distribution of the eigenvalues of Gaussian random matrices (English)
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    1984
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    In the paper the distribution of eigenvalues of a real random non- symmetric matrix of order n is given, assuming that the elements are independent and distributed by standard normal law. For related questions see the book of the first author, Theory of stochastic determinants, (1980; Zbl 0475.60002).
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    eigenvalues of a real random non-symmetric matrix
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