We study the probability distribution of the index N(+), i.e., the number of positive eigenvalues of an N×N Gaussian random matrix. We show analytically that, for large N and large N(+) with the fraction 0≤c=N(+)/N≤1 of positive eigenvalues fixed, the index distribution P(N(+)=cN,N)~exp[-βN(2)Φ(c)] where β is the Dyson index characterizing the Gaussian ensemble. The associated large deviation rate function Φ(c) is computed explicitly for all 0≤c≤1. It is independent of β and displays a quadratic form modulated by a logarithmic singularity around c=1/2. As a consequence, the distribution of the index has a Gaussian form near the peak, but with a variance Δ(N) of index fluctuations growing as Δ(N)~lnN/βπ(2) for large N. For β=2, this result is independently confirmed against an exact finite-N formula, yielding Δ(N)=lnN/2π(2)+C+O(N(-1)) for large N, where the constant C for even N has the nontrivial value C=(γ+1+3ln2)/2π(2)≃0.185 248… and γ=0.5772… is the Euler constant. We also determine for large N the probability that the interval [ζ(1),ζ(2)] is free of eigenvalues. Some of these results have been announced in a recent letter [Phys. Rev. Lett. 103, 220603 (2009)].
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