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Extreme Value Statistics Of Eigenvalues Of Gaussian Random Matrices

PHYSICAL REVIEW E, no. 4 (2008)

Cited: 142|Views23
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Abstract

We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary, and symplectic ensembles. In particular, we show that the probability that all the eigenvalues of an (NxN) random matrix are positive (negative...More

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