193 citations · 2.8k across the 159 of their papers we have counts for
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Orthogonal and symplectic Harish-Chandra integrals and matrix product ensembles
Peter J. Forrester, Jesper R. Ipsen, Dang-Zheng Liu +1
In this paper, we highlight the role played by orthogonal and symplectic Harish-Chandra integrals in the study of real-valued matrix product ensembles. By making use of these integ…
Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE
Peter J Forrester, Allan K Trinh
The neighbourhood of the largest eigenvalue in the Gaussian unitary ensemble (GUE) and Laguerre unitary ensemble (LUE) is referred to as the soft edge. It is known th…
How many eigenvalues of a product of truncated orthogonal matrices are real?
P. J. Forrester, J. R. Ipsen, S. Kumar
A truncation of a Haar distributed orthogonal random matrix gives rise to a matrix whose eigenvalues are either real or complex conjugate pairs, and are supported within the closed…
Large expansions for the Laguerre and Jacobi ensembles from the loop equations
Peter J. Forrester, Anas A. Rahman, Nicholas S. Witte
The -ensembles of random matrix theory with classical weights have many special properties. One is that the loop equations specifying the resolvent and corresponding multipoint…
Integrable structure of products of finite complex Ginibre random matrices
Vladimir V. Mangazeev, Peter J. Forrester
We consider the squared singular values of the product of standard complex Gaussian matrices. Since the squared singular values form a determinantal point process with a partic…