P. Forrester

activity

19942023

τ

-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

collaborators

Showing 2012 · math.PRShow all

2 papers · 2 filters

math.PR2012★ 33 cited

Lyapunov exponents for products of complex Gaussian random matrices

Peter J. Forrester

The exact value of the Lyapunov exponents for the random matrix product $P_{N} = A_{N} A_{N - 1} ... A_{1}$ with each $A_{i} = Σ^{1/2} G_{i}^{c}$ , where $Σ$ is a fixed $d \times d$ positive…

math.PR2012★ 23 cited

The averaged characteristic polynomial for the Gaussian and chiral Gaussian ensembles with a source

Peter J. Forrester

In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices wi…