Distribution of the eigenvalues of Gaussian random matrices

DOI10.1007/BF01057465MaRDI QIDQ799292zbMATH OpenFDO

Authors T. S. Kokobinadze, O. G. Chajka, Vyacheslav Girko

Publication date 1984

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01057465

zbMATH Keywords

eigenvalues of a real random non-symmetric matrix

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Gaussian processes (60G15)

Review text

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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