activity
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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Showing 2007Show all

6 papers · 1 filter

math-ph2007★ 26 cited

A random matrix decimation procedure relating to

Peter J. Forrester

Classical random matrix ensembles with orthogonal symmetry have the property that the joint distribution of every second eigenvalue is equal to that of a classical random matrix en…

math.CA2007★ 24 cited

The importance of the Selberg integral

Peter J. Forrester, S. Ole Warnaar

It has been remarked that a fair measure of the impact of Atle Selberg's work is the number of mathematical terms which bear his name. One of these is the Selberg integral, an n-di…

math-ph2007

On the gap probability generating function at the spectrum edge in the case of orthogonal symmetry

Peter J. Forrester

The gap probability generating function has as its coefficients the probability of an interval containing exactly eigenvalues. For scaled random matrices with orthogonal symmet…

cond-mat.stat-mech2007★ 169 cited

Eigenvalue statistics of the real Ginibre ensemble

Peter J. Forrester, Taro Nagao

The real Ginibre ensemble consists of random matrices formed from i.i.d. standard Gaussian entries. By using the method of skew orthogonal polynomials, the general …

math-ph2007★ 14 cited

Symmetrized models of last passage percolation and non-intersecting lattice paths

Peter J. Forrester, Eric M. Rains

It has been shown that the last passage time in certain symmetrized models of directed percolation can be written in terms of averages over random matrices from the classical group…

math.CA2007★ 3 cited

The Distribution of the first Eigenvalue Spacing at the Hard Edge of the Laguerre Unitary Ensemble

Peter J. Forrester, Nicholas S. Witte

The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite rank random matrices is found in terms of a Painlevé V system, and the solutio…