Extremal laws for the real Ginibre ensemble

DOI10.1214/13-AAP958zbMath1296.60009arXiv1209.6085OpenAlexW3105524422MaRDI QIDQ2511560

Christopher D. Sinclair, Brian Rider

Publication date: 6 August 2014

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.6085

zbMATH Keywords

spectral radiusrandom matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Extreme value theory; extremal stochastic processes (60G70) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (27)

Directional extremal statistics for Ginibre eigenvalues ⋮ Examples of interacting particle systems on \(\mathbb {Z}\) as Pfaffian point processes: annihilating and coalescing random walks ⋮ The real Ginibre ensemble with \(k=O(n)\) real eigenvalues ⋮ Limiting spectral radii of circular unitary matrices under light truncation ⋮ Spectral radii of truncated circular unitary matrices ⋮ The largest real eigenvalue in the real Ginibre ensemble and its relation to the Zakharov-Shabat system ⋮ A Riemann-Hilbert approach to Fredholm determinants of Hankel composition operators: scalar-valued kernels ⋮ Extremal statistics of quadratic forms of GOE/GUE eigenvectors ⋮ Fluctuations and correlations for products of real asymmetric random matrices ⋮ Limiting distributions of spectral radii for product of matrices from the spherical ensemble ⋮ Spectral radii of products of random rectangular matrices ⋮ Statistics of the maximal distance and momentum in a trapped Fermi gas at low temperature ⋮ Order statistics of the moduli of the eigenvalues of product random matrices from polynomial ensembles ⋮ Spectral radii of large non-Hermitian random matrices ⋮ Sharp asymptotics for Fredholm pfaffians related to interacting particle systems and random matrices ⋮ Optimal system size for complex dynamics in random neural networks near criticality ⋮ Extreme statistics and index distribution in the classical 1dCoulomb gas ⋮ Limiting empirical spectral distribution for products of rectangular matrices ⋮ The interpolating Airy kernels for the \(\beta=1\) and \(\beta=4\) elliptic Ginibre ensembles ⋮ Examples of interacting particle systems on \(\mathbb{Z}\) as Pfaffian point processes: coalescing-branching random walks and annihilating random walks with immigration ⋮ A note on the second order universality at the edge of Coulomb gases on the plane ⋮ Eigenvalues of large chiral non-Hermitian random matrices ⋮ A note on mixed matrix moments for the complex Ginibre ensemble ⋮ Edge distribution of thinned real eigenvalues in the real Ginibre ensemble ⋮ The asymptotic distribution of the condition number for random circulant matrices ⋮ Asymptotic expansions for a class of Fredholm Pfaffians and interacting particle systems ⋮ From Painlevé to Zakharov–Shabat and beyond: Fredholm determinants and integro-differential hierarchies

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