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Edelman, Alan 1
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The Probability that a Random Real Gaussian Matrix haskReal Eigenvalues, Related Distributions, and the Circular Law
Edelman, Alan - In: Journal of Multivariate Analysis 60 (1997) 2, pp. 203-232
LetAbe annbynmatrix whose elements are independent random variables with standard normal distributions. Girko's (more general) circular law states that the distribution of appropriately normalized eigenvalues is asymptotically uniform in the unit disk in the complex plane. We derive the exact...
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