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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…