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19972009
most citedEigenvalue distributions for some correlated complex sample covariance matrices

45 citations · 172 across the 19 of their papers we have counts for

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6 papers · 1 filter

math.CA200621 cited

Random Matrix Theory and the Sixth Painlevé Equation

P. J. Forrester, N. S. Witte

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices…

cond-mat.stat-mech200619 cited

Analytic solutions of the 1D finite coupling delta function Bose gas

P. J. Forrester, N. E. Frankel, M. I. Makin

An intensive study for both the weak coupling and strong coupling limits of the ground state properties of this classic system is presented. Detailed results for specific values of…

math-ph2006

Hard and soft edge spacing distributions for random matrix ensembles with orthogonal and symplectic symmetry

P. J. Forrester

Inter-relations between random matrix ensembles with different symmetry types provide inter-relations between generating functions for the gap probabilites at the spectrum edge. Co…

math-ph2006

Asymptotic correlations for Gaussian and Wishart matrices with external source

Patrick Desrosiers, Peter J. Forrester

We consider ensembles of Gaussian (Hermite) and Wishart (Laguerre) hermitian matrices. We study the effect of finite rank perturbations of these ensembles by a source t…

math-ph200645 cited

Eigenvalue distributions for some correlated complex sample covariance matrices

P. J. Forrester

The distributions of the smallest and largest eigenvalues for the matrix product , where is an complex Gaussian matrix with correlations both along ro…

math-ph2006

Quantum conductance problems and the Jacobi ensemble

P. J. Forrester

In one dimensional transport problems the scattering matrix is decomposed into a block structure corresponding to reflection and transmission matrices at the two ends. For