SOME STATISTICAL PROPERTIES OF THE EIGENVALUES OF COMPLEX RANDOM MATRICES

被引:22
作者
FORRESTER, PJ
机构
[1] Department of Mathematics, La Trobe University, Bundoora
关键词
D O I
10.1016/0375-9601(92)90798-Q
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Some statistical properties of the eigenvalues of complex random matrices are considered. The probability that a randomly chosen point in the complex plane has exactly n eigenvalues within a radius a is calculated exactly, and the asymptotic behaviour for large-alpha and fixed n is obtained.
引用
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页码:21 / 24
页数:4
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