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