17 citations · 36 across the 14 of their papers we have counts for
5 papers · 1 filter
Boundary Asymptotics of Non-Intersecting Brownian Motions: Pearcey, Airy and a Transition
Thorsten Neuschel, Martin Venker
We study non-intersecting Brownian motions, corresponding to the eigenvalues of an Hermitian Brownian motion. At the boundary of their limit shape we find that only…
Characteristic polynomials of products of Wigner matrices: finite-N results and Lyapunov universality
Gernot Akemann, Friedrich Götze, Thorsten Neuschel
We compute the average characteristic polynomial of the hermitised product of real or complex Wigner matrices of size and the average of the characteristic polynomi…
Critical Behavior of Non-Intersecting Brownian Motions
Tom Claeys, Thorsten Neuschel, Martin Venker
We study non-intersecting Brownian motions corresponding to initial configurations which have a vanishing density in the large limit at an interior point of the support. It…
Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices
Tom Claeys, Thorsten Neuschel, Martin Venker
We explore the boundaries of sine kernel universality for the eigenvalues of Gaussian perturbations of large deterministic Hermitian matrices. Equivalently, we study for determinis…
Spectral Densities of Singular Values of Products of Gaussian and Truncated Unitary Random Matrices
Thorsten Neuschel
We study the densities of limiting distributions of squared singular values of high-dimensional matrix products composed of independent complex Gaussian (complex Ginibre) and trunc…