Directional Extremal Statistics for Ginibre Eigenvalues
Directional Extremal Statistics for Ginibre Eigenvalues
We consider the eigenvalues of a large dimensional real or complex Ginibre matrix in the region of the complex plane where their real parts reach their maximum value. This maximum follows the Gumbel distribution and that these extreme eigenvalues form a Poisson point process, asymptotically as the dimension tends to …