Journal article

SOME STATISTICAL PROPERTIES OF THE EIGENVALUES OF COMPLEX RANDOM MATRICES

PJ FORRESTER

PHYSICS LETTERS A | ELSEVIER SCIENCE BV | Published : 1992

Abstract

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 α is calculated exactly, and the asymptotic behaviour for large α and fixed n is obtained. © 1992.

University of Melbourne Researchers