A note on correlations between eigenvalues of a random matrix
Communications in Mathematical PhysicsPublished 1 September 1971
M. L. Mehta
Citations78
SJR quartileQ1
SJR score1.51
SNIP1.84
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TL;DR
Dyson's method is adopted here for the so called Gaussian ensembles and confirms the long cherished belief that the statistical properties of a small number of eigenvalues is the same for the two kinds of ensemble, the circular and the Gaussian ones.
Abstract
Dyson's method is adopted here for the so called Gaussian ensembles. Incidently this confirms the long cherished belief that the statistical properties of a small number of eigenvalues is the same for the two kinds of ensembles, the circular and the Gaussian ones.
Keywords
Mathematics
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