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20022023
most citedOn the Numerical Evaluation of Fredholm Determinants

286 citations · 587 across the 20 of their papers we have counts for

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math.PR2023★ 4 cited

Asymptotic expansions relating to the lengths of longest monotone subsequences of involutions

Folkmar Bornemann

We study the distribution of the length of longest monotone subsequences in random (fixed-point free) involutions of integers as grows large, establishing asymptotic expans…

math.PR2023★ 5 cited

Asymptotic expansions relating to the distribution of the length of longest increasing subsequences

Folkmar Bornemann

We study the distribution of the length of longest increasing subsequences in random permutations of integers as grows large and establish an asymptotic expansion in powers…

math.PR2015★ 16 cited

A note on the expansion of the smallest eigenvalue distribution of the LUE at the hard edge

Folkmar Bornemann

In a recent paper, Edelman, Guionnet and Péché conjectured a particular correction term of the smallest eigenvalue distribution of the Laguerre unitary ensemble (LUE) of o…

math.PR2015

Singular Values and Evenness Symmetry in Random Matrix Theory

Folkmar Bornemann, Peter J. Forrester

Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular v…

math.PR2015

The Singular Values of the GOE

Folkmar Bornemann, Michael La Croix

As a unifying framework for examining several properties that nominally involve eigenvalues, we present a particular structure of the singular values of the Gaussian orthogonal ens…

math.PR2009★ 77 cited

On the Numerical Evaluation of Distributions in Random Matrix Theory: A Review

Folkmar Bornemann

In this paper we review and compare the numerical evaluation of those probability distributions in random matrix theory that are analytically represented in terms of Painlevé trans…

math.PR2009★ 18 cited

Asymptotic Independence of the Extreme Eigenvalues of GUE

Folkmar Bornemann

We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitar…