Abstract
The moduli of the eigenvalues at the edge of Ginibre's complex and quaternion Gaussian random matrix ensembles are shown to respond to a limit theorem identical in nature to that for independent identically distributed sequences. This is a companion work to ref. 15 in which the limit law for the (scaled) spectral radius of these ensembles was identified.
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Rider, B. Order Statistics and Ginibre's Ensembles. Journal of Statistical Physics 114, 1139–1148 (2004). https://doi.org/10.1023/B:JOSS.0000012520.37908.07
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DOI: https://doi.org/10.1023/B:JOSS.0000012520.37908.07