How many eigenvalues of a random matrix are real?
نویسندگان
چکیده
منابع مشابه
How Many Eigenvalues of a Random Matrix Are Real ? Alan
Let A be an n x n matrix whose elements are independent randomvariables with standard normal distributions. As n ..... 00 , the expected numberof real eigenvalues is asymptotic to .J2nln. We obtain a closed form expres-sion for the expected number of real eigenvalues for finite n, and a formula forthe density of a real eigenvalue for finite n. Asymptotically, a real normalized<l...
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ژورنال
عنوان ژورنال: Journal of the American Mathematical Society
سال: 1994
ISSN: 0894-0347
DOI: 10.1090/s0894-0347-1994-1231689-0