The Ginibre ensemble of real random matrices and its scaling limits
Mathematical Physics
2015-05-13 v1 math.MP
Abstract
We give a closed form for the correlation functions of ensembles of a class of asymmetric real matrices in terms of the Pfaffian of an antisymmetric matrix formed from a matrix kernel associated to the ensemble. We apply this result to the real Ginibre ensemble and compute the bulk and edge scaling limits of its correlation functions as the size of the matrices becomes large.
Keywords
Cite
@article{arxiv.0805.2986,
title = {The Ginibre ensemble of real random matrices and its scaling limits},
author = {Alexei Borodin and Christopher D Sinclair},
journal= {arXiv preprint arXiv:0805.2986},
year = {2015}
}
Comments
47 pages, 8 figures