On the spectra of Gaussian matrices (Q1183199)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the spectra of Gaussian matrices |
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On the spectra of Gaussian matrices (English)
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28 June 1992
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The author considers square matrice whose real and imaginary parts are independent real Gaussian matrices (i.e. matrices whose elements are independent standard Gaussian variables). The moduli of their eigenvalues are characterized in terms of \(\chi^ 2\) distributions.
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chi-square distribution
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random matrices
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Gaussian matrices
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Gaussian variables
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eigenvalues
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