16 citations · 54 across the 14 of their papers we have counts for
4 papers · 1 filter
Dip-ramp-plateau for Dyson Brownian motion from the identity on
Peter J. Forrester, Mario Kieburg, Shi-Hao Li +1
In a recent work the present authors have shown that the eigenvalue probability density function for Dyson Brownian motion from the identity on is an example of a newly iden…
Derivative principles for invariant ensembles
Mario Kieburg, Jiyuan Zhang
In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other…
Harmonic analysis for rank-1 Randomised Horn Problems
Jiyuan Zhang, Mario Kieburg, Peter J. Forrester
The randomised Horn problem, in both its additive and multiplicative version, has recently drawn increasing interest. Especially, closed analytical results have been found for the…
Co-rank 1 projections and the randomised Horn problem
Peter J. Forrester, Jiyuan Zhang
Let be a normalised standard complex Gaussian vector, and project an Hermitian matrix onto the hyperplane orthogonal to . In a recent…