49 citations · 157 across the 21 of their papers we have counts for
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math.ST2015★ 10 cited
The Correlated Jacobi and the Correlated Cauchy-Lorentz ensembles
Tim Wirtz, Daniel Waltner, Mario Kieburg +1
We calculate the -point generating function of the correlated Jacobi ensemble using supersymmetric methods. We use the result for complex matrices for to derive a closed-f…
math-ph2015★ 2 cited
Asymptotic Coincidence of the Statistics for Degenerate and Non-Degenerate Correlated Real Wishart Ensembles
Tim Wirtz, Mario Kieburg, Thomas Guhr
The correlated Wishart model provides the standard benchmark when analyzing time series of any kind. Unfortunately, the real case, which is the most relevant one in applications, p…
math-ph2015
The Smallest Eigenvalue Distribution in the Real Wishart-Laguerre Ensemble with Even Topology
Tim Wirtz, Gernot Akemann, Thomas Guhr +2
We consider rectangular random matrices of size belonging to the real Wishart-Laguerre ensemble also known as the chiral Gaussian orthogonal ensemble. This ensemble app…