182 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- The University of MelbourneAU58 papers
- Queensland University of TechnologyAU33 papers
- Monash UniversityAU18 papers
- University of Science and Technology of ChinaCN16 papers
- The University of AdelaideAU10 papers
- Australian Research CouncilAU7 papers
- Centre National de la Recherche ScientifiqueFR6 papers
- Minjiang UniversityCN6 papers
- University of OxfordGB6 papers
- University of Technology SydneyAU6 papers
- UNSW SydneyAU6 papers
- The University of SydneyAU5 papers
9 papers · 1 filter
The classical -ensembles with proportional to : from loop equations to Dyson's disordered chain
Peter J. Forrester, Guido Mazzuca
In the classical -ensembles of random matrix theory, setting and taking the limit gives a statistical state depending on . Using the loop equations…
Phase transitions for products of characteristic polynomials under Dyson Brownian motion
Peter J. Forrester, Dang-Zheng Liu
We study the averaged products of characteristic polynomials for the Gaussian and Laguerre -ensembles with external source, and prove Pearcey-type phase transitions for particul…
Lyapunov exponents for some isotropic random matrix ensembles
P. J. Forrester, Jiyuan Zhang
A random matrix with rows distributed as a function of their length is said to be isotropic. When these distributions are Gaussian, beta type I, or beta type II, previous work has,…
Multiplicative Convolution of Real Asymmetric and Real Antisymmetric Matrices
Mario Kieburg, Peter J. Forrester, Jesper R. Ipsen
The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribut…
The worm process for the Ising model is rapidly mixing
Andrea Collevecchio, Timothy M. Garoni, Timothy Hyndman +1
We prove rapid mixing of the worm process for the zero-field ferromagnetic Ising model, on all finite connected graphs, and at all temperatures. As a corollary, we obtain a fully-p…
Convergence of Trimmed Lévy Processes to Trimmed Stable Random Variables at
Yuguang Fan
Let be the Lévy process with the largest jumps and smallest jumps up till time deleted and let be with the largest jump…
Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition
Peter J. Forrester, Dang-Zheng Liu
The singular values squared of the random matrix product , where each is a rectangular standard complex Gaussian matrix while is non…
Tightness and Convergence of Trimmed Lévy Processes to Normality at Small Times
Yuguang Fan
Let be the Lévy process with the largest positive jumps and smallest negative jumps up till time deleted and let be wit…
Distributional representations and dominance of a Lévy process over its maximal jump processes
Boris Buchmann, Yuguang Fan, Ross A. Maller
Distributional identities for a Lévy process , its quadratic variation process and its maximal jump processes, are derived, and used to make "small time" (as $t\downarro…