Index Distribution of Gaussian Random Matrices
نویسندگان
چکیده
منابع مشابه
Index distribution of gaussian random matrices.
We compute analytically, for large N, the probability distribution of the number of positive eigenvalues (the index N+) of a random N x N matrix belonging to Gaussian orthogonal (beta=1), unitary (beta=2) or symplectic (beta=4) ensembles. The distribution of the fraction of positive eigenvalues c=N+/N scales, for large N, as P(c,N) approximately = exp[-betaN(2)Phi(c)] where the rate function Ph...
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ژورنال
عنوان ژورنال: Physical Review Letters
سال: 2009
ISSN: 0031-9007,1079-7114
DOI: 10.1103/physrevlett.103.220603