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