The Ginibre Ensemble of Real Random Matrices and its Scaling Limits

被引：0

作者：

A. Borodin

C. D. Sinclair

机构：

[1] California Institute of Technology,Mathematics 253

[2] University of Colorado,37

来源：

Communications in Mathematical Physics | 2009年 / 291卷

关键词：

Correlation Function; Point Process; Random Matrix; Matrix Kernel; Scaling Limit;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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 2 × 2 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.

引用

页码：177 / 224

页数：47

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