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dc.creatorRider, B
dc.creatorSinclair, CD
dc.date.accessioned2021-02-03T19:40:48Z
dc.date.available2021-02-03T19:40:48Z
dc.date.issued2014-01-01
dc.identifier.issn1050-5164
dc.identifier.doihttp://dx.doi.org/10.34944/dspace/5901
dc.identifier.otherAK2SW (isidoc)
dc.identifier.urihttp://hdl.handle.net/20.500.12613/5919
dc.description.abstractThe real Ginibre ensemble refers to the family of n~n matrices in which each entry is an independent Gaussian random variable of mean zero and variance one. Our main result is that the appropriately scaled spectral radius converges in law to a Gumbel distribution as n → ∞. This fact has been known to hold in the complex and quaternion analogues of the ensemble for some time, with simpler proofs. Along the way we establish a new form for the limit law of the largest real eigenvalue. © 2014 Institute of Mathematical Statistics.
dc.format.extent1621-1651
dc.language.isoen
dc.relation.haspartAnnals of Applied Probability
dc.relation.isreferencedbyInstitute of Mathematical Statistics
dc.subjectRandom matrices
dc.subjectspectral radius
dc.titleExtremal laws for the real Ginibre ensemble
dc.typeArticle
dc.type.genreJournal Article
dc.relation.doi10.1214/13-AAP958
dc.ada.noteFor Americans with Disabilities Act (ADA) accommodation, including help with reading this content, please contact scholarshare@temple.edu
dc.date.updated2021-02-03T19:40:45Z
refterms.dateFOA2021-02-03T19:40:48Z


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