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Let $G_\mathbb{R}\in\mathbb{R}^{n\times n}$ and $G_\mathbb{C}\in\mathbb{C}^{n\times n}$ denote the real and complex Ginibre random matrices, i.e. random matrices with independent real/complex Gaussian ...

I would like to find the largest eigenvalue distribution of the following tridiagonal symmetric random matrix in an analytic way. All the ${\lambda}_i$ are distributed the same way with chi-square (...