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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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16 papers · 1 filter

math.PR2023★ 1 cited

Local central limit theorem for real eigenvalue fluctuations of elliptic GinOE matrices

Peter J. Forrester

Random matrices from the elliptic Ginibre orthogonal ensemble (GinOE) are a certain linear combination of a real symmetric, and real anti-symmetric, real Gaussian random matrices a…

math.PR2022★ 6 cited

Spherical Induced Ensembles with Symplectic Symmetry

Sung-Soo Byun, Peter J. Forrester

We consider the complex eigenvalues of the induced spherical Ginibre ensemble with symplectic symmetry and establish the local universality of these point processes along the real…

math.PR2021★ 11 cited

The classical -ensembles with proportional to : from loop equations to Dyson's disordered chain

Peter J. Forrester, Guido Mazzuca

In the classical -ensembles of random matrix theory, setting and taking the limit gives a statistical state depending on . Using the loop equations…

math.PR2020

Phase transitions for products of characteristic polynomials under Dyson Brownian motion

Peter J. Forrester, Dang-Zheng Liu

We study the averaged products of characteristic polynomials for the Gaussian and Laguerre -ensembles with external source, and prove Pearcey-type phase transitions for particul…

math.PR2020★ 4 cited

Cyclic Pólya Ensembles on the Unitary Matrices and their Spectral Statistics

Mario Kieburg, Shi-Hao Li, Jiyuan Zhang +1

The framework of spherical transforms and Pólya ensembles is of utility in deriving structured analytic results for sums and products of random matrices in a unified way. In the pr…

math.PR2018★ 4 cited

Lyapunov exponents for some isotropic random matrix ensembles

P. J. Forrester, Jiyuan Zhang

A random matrix with rows distributed as a function of their length is said to be isotropic. When these distributions are Gaussian, beta type I, or beta type II, previous work has,…