51 citations · 251 across the 19 of their papers we have counts for
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math-ph2015★ 13 cited
Hydrodynamical spectral evolution for random matrices
P. J. Forrester, J. Grela
The eigenvalues of the matrix structure , where is a random Gaussian Hermitian matrix and is non-random or random independent of , are closely related…
math-ph2015★ 10 cited
Diffusion method in Random Matrix Theory
Jacek Grela
We introduce a simple yet powerful calculational tool useful in calculating averages of ratios and products of characteristic polynomials. The method is based on Dyson Brownian mot…
math-ph2015★ 32 cited
Unveiling the significance of eigenvectors in diffusing non-hermitian matrices by identifying the underlying Burgers dynamics
Zdzislaw Burda, Jacek Grela, Maciej A. Nowak +2
Following our recent letter, we study in detail an entry-wise diffusion of non-hermitian complex matrices. We obtain an exact partial differential equation (valid for any matrix si…