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math.PR2020★ 1 cited
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…
math.PR2020★ 5 cited
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…