Spectral moments of the real Ginibre ensemble

Abstract

The moments of the real eigenvalues of real Ginibre matrices are investigated from the viewpoint of explicit formulas, differential and difference equations, and large N expansions. These topics are inter-related. For example, a third-order differential equation can be derived for the density of the real eigenvalues, and this can be used to deduce a second-order difference equation for the general complex moments M2pr. The latter are expressed in terms of the 3F2 hypergeometric functions, with a simplification to the 2F1 hypergeometric function possible for p=0 and p=1, allowing for the large N expansion of these moments to be obtained. The large N expansion involves both integer and half-in..