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Girko's Circular Law

Let $\lambda$ be Eigenvalues of a set of Random $n\times n$ Matrices. Then $\lambda/\sqrt{n}$ is uniformly distributed on the Disk.


References

Girko, V. L. Theory of Random Determinants. Boston, MA: Kluwer, 1990.




© 1996-9 Eric W. Weisstein
1999-05-25