191 citations · 607 across the 22 of their papers we have counts for
Showing 2016 · math-phShow all
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math-ph2016
Selberg integral theory and Muttalib--Borodin ensembles
P. J. Forrester, J. R. Ipsen
We study Muttalib--Borodin ensembles --- particular eigenvalue PDFs on the half-line --- with classical weights, i.e. Laguerre, Jacobi or Jacobi prime. We show how the theory of th…
math-ph2016★ 1 cited
Real eigenvalue statistics for products of asymmetric real Gaussian matrices
P. J. Forrester, J. R. Ipsen
Random matrices formed from i.i.d. standard real Gaussian entries have the feature that the expected number of real eigenvalues is non-zero. This property persists for products of…
math-ph2016★ 17 cited
Isotropic Brownian motions over complex fields as a solvable model for May-Wigner stability analysis
J. R. Ipsen, H. Schomerus
We consider matrix-valued stochastic processes known as isotropic Brownian motions, and show that these can be solved exactly over complex fields. While these processes appear in a…