On the singular values of Gaussian random matrices (Q5932199)
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scientific article; zbMATH DE number 1595355
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| English | On the singular values of Gaussian random matrices |
scientific article; zbMATH DE number 1595355 |
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On the singular values of Gaussian random matrices (English)
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19 May 2002
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Basing on the widely known Coulomb-gas representation of the eigenvalue distribution of random matrix ensembles, the author derives in the short way the already known result [see e.g. \textit{H. F. Trotter}, Adv. Math. 54, 67-82 (1984; Zbl 0562.15005)] on the limiting distribution of the maximal eigenvalue of gaussian random matrix ensemble.
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maximal eigenvalue
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singular values
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Gaussian random matrices
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eigenvalue distribution
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0.9689854
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