Statistics of Real Eigenvalues in Ginibre’s Ensemble of Random Real Matrices

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Abstract
The integrable structure of Ginibre’s orthogonal ensemble of random matrices is looked at through the prism of the probability pn,k to find exactly k real eigenvalues in the spectrum of an n×n real asymmetric Gaussian random matrix. The exact solution for the probability function pn,k is presented, and its remarkable connection to the theory of symmetric functions is revealed. An extension of the Dyson integration theorem is a key ingredient of the theory presented.

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