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20232026
most citedOn Efficient Sampling Schemes for the Eigenvalues of Complex Wishart Matrices

1 citations · 3 across the 13 of their papers we have counts for

collaborators

17 papers

math-ph2026

Large expansions of the partition function for Coulomb systems on the surface of a cylinder

Bo-Jian Shen, Peter J. Forrester

The two-dimensional one-component plasma forms a droplet in the case that the one-body potential is proportional to the number of charges. Our interest is in studying the large …

math-ph2026

Difference equations of average entropies

Youyi Huang, Linfeng Wei, Lu Wei +1

Exact cumulants of entanglement entropies of random state ensembles have traditionally been studied within the random matrix framework. In this work, we propose an alternative appr…

math-ph2026

Edge density expansions for the classical Gaussian and Laguerre ensembles

Peter J. Forrester, Anas A. Rahman, Bo-Jian Shen

Recent work of Bornemann has uncovered hitherto hidden integrable structures relating to the asymptotic expansion of quantities at the soft edge of Gaussian and Laguerre random mat…

math-ph2026★ 1 cited

Equilibrium measures for higher dimensional rotationally symmetric Riesz gases

Sung-Soo Byun, Peter J. Forrester, Satya N. Majumdar +1

We study equilibrium measures for Riesz gases in dimension with pairwise interaction kernel , subject to radially symmetric external fields. We characterise broad c…

math-ph2025

Electrostatic computations for statistical mechanics and random matrix applications

Sung-Soo Byun, Peter J. Forrester

Although for the most part classical, the topic of electrostatics finds to this day new applications. In this review we highlight several theoretical results on electrostatics, cho…

math-ph2025

A Note on Optimal Soft Edge Expansions for the Gaussian Ensembles

Peter J. Forrester, Anas A. Rahman, Bo-Jian Shen

We present some review material relating to the topic of optimal asymptotic expansions of correlation functions and associated observables for ensembles in random matrix theory…

math-ph2025

Asymptotics of the real eigenvalue distribution for the real spherical ensemble

Peter J. Forrester

The real Ginibre spherical ensemble consists of random matrices of the form , where are independent standard real Gaussian matrices. The expected numbe…

math.PR2025

Partition function of 2D Coulomb gases with radially symmetric potentials and a hard wall

Matthias Allard, Peter J. Forrester, Sampad Lahiry +1

The large asymptotic expansion of the partition function for the normal matrix model is predicted to have special features inherited from its interpretation as a two-dimensiona…

math-ph2025

On the superintegrability of the Gaussian ensemble and its generalisation

Sung-Soo Byun, Peter J. Forrester

In the present context, superintegrability is a property of certain probability density functions coming from matrix models, which relates to the average over a distinguished basis…

math-ph2025

Finite size corrections in the bulk for circular ensembles

Peter J. Forrester, Bo-Jian Shen

The circular ensemble for and 4 corresponds to circular orthogonal, unitary and symplectic ensemble respectively as introduced by Dyson. The statistical state of the ei…

math.CA2025

Orthogonal polynomials in the spherical ensemble with two insertions

Sung-Soo Byun, Peter J. Forrester, Arno B. J. Kuijlaars +1

We consider asymptotics of planar orthogonal polynomials (where ) with respect to the weight $$\frac{|z-w|^{2NQ_1}}{(1+|z|^2)^{N(1+Q_0+Q_1)+1}}, \q…

math-ph2025★ 1 cited

Properties of the one-component Coulomb gas on a sphere with two macroscopic external charges

Sung-Soo Byun, Peter J. Forrester, Sampad Lahiry

The one-component Coulomb gas on the sphere, consisting on unit charges interacting via a logarithmic potential, and in the presence of two external charges each of strength pr…

math-ph2024

Computing marginal eigenvalue distributions for the Gaussian and Laguerre orthogonal ensembles

Peter J. Forrester, Santosh Kumar, Bo-Jian Shen

The Gaussian and Laguerre orthogonal ensembles are fundamental to random matrix theory, and the marginal eigenvalue distributions are basic observable quantities. Notwithstanding a…

math.PR2024

-deformed Gaussian unitary ensemble: spectral moments and genus-type expansions

Sung-Soo Byun, Peter J. Forrester, Jaeseong Oh

The eigenvalue probability density function of the Gaussian unitary ensemble permits a -extension related to the discrete -Hermite weight and corresponding -orthogonal pol…

math-ph2024

Computation of marginal eigenvalue distributions in the Laguerre and Jacobi ensembles

Peter J. Forrester, Santosh Kumar

We consider the problem of the exact computation of the marginal eigenvalue distributions in the Laguerre and Jacobi ensembles. In the case this is a question of long sta…

math.ST2024★ 1 cited

On Efficient Sampling Schemes for the Eigenvalues of Complex Wishart Matrices

Peter J. Forrester

The paper "An efficient sampling scheme for the eigenvalues of dual Wishart matrices", by I.~Santamaría and V.~Elvira, [\emph{IEEE Signal Processing Letters}, vol.~28, pp.~2177--21…

math-ph2023

Spectral Moments of the real Ginibre ensemble

Sung-Soo Byun, Peter J. Forrester

The moments of the real eigenvalues of real Ginibre matrices are investigated from the viewpoint of explicit formulas, differential and difference equations, and large expansio…