193 citations · 2.8k across the 159 of their papers we have counts for
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Joint moments of a characteristic polynomial and its derivative for the circular -ensemble
Peter J. Forrester
The problem of calculating the scaled limit of the joint moments of the characteristic polynomial, and the derivative of the characteristic polynomial, for matrices from the unitar…
Differential recurrences for the distribution of the trace of the -Jacobi ensemble
Peter J. Forrester, Santosh Kumar
Examples of the -Jacobi ensemble specify the joint distribution of the transmission eigenvalues in scattering problems. In this context, there has been interest in the distribut…
Global and local scaling limits for the Stieltjes--Wigert random matrix ensemble
Peter J. Forrester
The eigenvalue probability density function (PDF) for the Gaussian unitary ensemble has a well known analogy with the Boltzmann factor for a classical log-gas with pair potential $…
Relations between moments for the Jacobi and Cauchy random matrix ensembles
Peter J. Forrester, Anas A. Rahman
We outline a relation between the densities for the -ensembles with respect to the Jacobi weight supported on the interval and the Cauchy weight $(1-\m…
Asymptotic correlations with corrections for the circular Jacobi -ensemble
Peter J. Forrester, Shi-Hao Li, Allan K. Trinh
Previous works have considered the leading correction term to the scaled limit of various correlation functions and distributions for classical random matrix ensembles and their $β…
Rate of convergence at the hard edge for various Pólya ensembles of positive definite matrices
Peter J. Forrester, Shi-Hao Li
The theory of Pólya ensembles of positive definite random matrices provides structural formulas for the corresponding biorthogonal pair, and correlation kernel, which are well suit…