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19942023
most citedApplication of the -Function Theory of Painlevé Equations to Random Matrices: PIV, PII and the GUE

193 citations · 2.8k across the 159 of their papers we have counts for

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Showing 2006 · math-phShow all

6 papers · 2 filters

math-ph2006★ 71 cited

A note on biorthogonal ensembles

Patrick Desrosiers, Peter J. Forrester

We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These syst…

math-ph2006

Hard and soft edge spacing distributions for random matrix ensembles with orthogonal and symplectic symmetry

P. J. Forrester

Inter-relations between random matrix ensembles with different symmetry types provide inter-relations between generating functions for the gap probabilites at the spectrum edge. Co…

math-ph2006★ 12 cited

Relationships between -function and Fredholm determinant expressions for gap probabilities in random matrix theory

Patrick Desrosiers, Peter J. Forrester

The gap probabilities at the hard and soft edges of scaled random matrix ensembles with orthogonal symmetry are known in terms of -functions. Extending recent work relating to t…

math-ph2006

Asymptotic correlations for Gaussian and Wishart matrices with external source

Patrick Desrosiers, Peter J. Forrester

We consider ensembles of Gaussian (Hermite) and Wishart (Laguerre) hermitian matrices. We study the effect of finite rank perturbations of these ensembles by a source t…

math-ph2006★ 45 cited

Eigenvalue distributions for some correlated complex sample covariance matrices

P. J. Forrester

The distributions of the smallest and largest eigenvalues for the matrix product , where is an complex Gaussian matrix with correlations both along ro…

math-ph2006★ 83 cited

Quantum conductance problems and the Jacobi ensemble

P. J. Forrester

In one dimensional transport problems the scattering matrix is decomposed into a block structure corresponding to reflection and transmission matrices at the two ends. For …