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20122024
most citedDESPOT: Online POMDP Planning with Regularization

182 citations

Showing 2017 · math-phShow all

9 papers · 2 filters

math-ph2017

Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles

Peter J. Forrester, Jesper R. Ipsen, Dang-Zheng Liu +1

In this paper, we highlight the role played by orthogonal and symplectic Harish-Chandra integrals in the study of real-valued matrix product ensembles. By making use of these integ…

math-ph2017★ 18 cited

Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE

Peter J Forrester, Allan K Trinh

The neighbourhood of the largest eigenvalue in the Gaussian unitary ensemble (GUE) and Laguerre unitary ensemble (LUE) is referred to as the soft edge. It is known th…

math-ph2017★ 13 cited

Integrable stochastic dualities and the deformed Knizhnik-Zamolodchikov equation

Zeying Chen, Jan de Gier, Michael Wheeler

We present a new method for obtaining duality functions in multi-species asymmetric exclusion processes (mASEP), from solutions of the deformed Knizhnik-Zamolodchikov equations. Ou…

math-ph2017

How many eigenvalues of a product of truncated orthogonal matrices are real?

P. J. Forrester, J. R. Ipsen, S. Kumar

A truncation of a Haar distributed orthogonal random matrix gives rise to a matrix whose eigenvalues are either real or complex conjugate pairs, and are supported within the closed…

math-ph2017★ 23 cited

Large expansions for the Laguerre and Jacobi ensembles from the loop equations

Peter J. Forrester, Anas A. Rahman, Nicholas S. Witte

The -ensembles of random matrix theory with classical weights have many special properties. One is that the loop equations specifying the resolvent and corresponding multipoint…

math-ph2017★ 4 cited

Integrable structure of products of finite complex Ginibre random matrices

Vladimir V. Mangazeev, Peter J. Forrester

We consider the squared singular values of the product of standard complex Gaussian matrices. Since the squared singular values form a determinantal point process with a partic…

math-ph2017★ 2 cited

On the coupling time of the heat-bath process for the Fortuin-Kasteleyn random-cluster model

Andrea Collevecchio, Eren Metin Elci, Timothy M. Garoni +1

We consider the coupling from the past implementation of the random-cluster heat-bath process, and study its random running time, or coupling time. We focus on hypercubic lattices…

math-ph2017★ 10 cited

May-Wigner transition in large random dynamical systems

J. R. Ipsen

We consider stability in a class of random non-linear dynamical systems characterised by a relaxation rate together with a Gaussian random vector field which is white-in-time and s…

math-ph2017★ 16 cited

Matrix product ensembles of Hermite-type and the hyperbolic Harish-Chandra-Itzykson-Zuber integral

P. J. Forrester, J. R. Ipsen, Dang-Zheng Liu

We investigate spectral properties of a Hermitised random matrix product which, contrary to previous product ensembles, allows for eigenvalues on the full real line. We prove that…