281 citations · 917 across the 35 of their papers we have counts for
35 papers
Power spectra of Dyson's circular ensembles
Peter J. Forrester, Nicholas S. Witte
The power spectrum is a Fourier series statistic associated with the covariances of the displacement from average positions of the members of an eigen-sequence. When this eigen-seq…
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…
Real eigenvalue statistics for products of asymmetric real Gaussian matrices
P. J. Forrester, J. R. Ipsen
Random matrices formed from i.i.d. standard real Gaussian entries have the feature that the expected number of real eigenvalues is non-zero. This property persists for products of…
Finite size effects for spacing distributions in random matrix theory: circular ensembles and Riemann zeros
Folkmar Bornemann, Peter J. Forrester, Anthony Mays
According to Dyson's three fold way, from the viewpoint of global time reversal symmetry there are three circular ensembles of unitary random matrices relevant to the study of chao…
Moments of the Gaussian Ensembles and the large- expansion of the densities
N. S. Witte, P. J. Forrester
The loop equation formalism is used to compute the expansion of the resolvent for the Gaussian ensemble up to and including the term at . This allows the momen…
Rank probabilities for real random tensors
G. Bergqvist, P. J. Forrester
We prove that the probability for a real random Gaussian tensor to be of real rank is , where , denote the gam…