59 citations · 73 across the 2 of their papers we have counts for
3 papers
math-ph2011★ 14 cited
One-component plasma on a spherical annulus and a random matrix ensemble
Jonit Fischmann, Peter J. Forrester
The two-dimensional one-component plasma at the special coupling β= 2 is known to be exactly solvable, for its free energy and all of its correlations, on a variety of surfaces and…
math-ph2011★ 59 cited
Induced Ginibre ensemble of random matrices and quantum operations
J. Fischmann, W. Bruzda, B. A. Khoruzhenko +2
A generalisation of the Ginibre ensemble of non-Hermitian random square matrices is introduced. The corresponding probability measure is induced by the ensemble of rectangular Gaus…
q-fin.ST2009
Universal Correlations and Power-Law Tails in Financial Covariance Matrices
Gernot Akemann, Jonit Fischmann, Pierpaolo Vivo
Signatures of universality are detected by comparing individual eigenvalue distributions and level spacings from financial covariance matrices to random matrix predictions. A chopp…