Abstract
The real Ginibre ensemble consists of random matrices formed from independent and identically distributed standard Gaussian entries. By using the method of skew orthogonal polynomials, the general -point correlations for the real eigenvalues, and for the complex eigenvalues, are given as Pfaffians with explicit entries. A computationally tractable formula for the cumulative probability density of the largest real eigenvalue is presented. This is relevant to May’s stability analysis of biological webs.
- Received 3 May 2007
DOI:https://doi.org/10.1103/PhysRevLett.99.050603
©2007 American Physical Society