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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…