Peter J. Forrester

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For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion determinant. For the parameter dependent Gaussian and Laguerre ensembles the matrix elements of the determinant are expressed(More)
Tracy and Widom have evaluated the cumulative distribution of the largest eigenvalue for the finite and scaled infinite GUE in terms of a PIV and PII transcendent respectively. We generalise these results to the evaluation of ẼN (λ; a) := 〈∏N l=1 χ (l) (−∞,λ](λ − λl) 〉 , where χ (l) (−∞,λ] = 1 for λl ∈ (−∞, λ] and χ (l) (−∞,λ] = 0 otherwise, and the average(More)
Our interest is in the cumulative probabilities Pr(L(t) l) for the maximum length of increasing subsequences in Poissonized ensembles of random permutations, random fixed point free involutions and reversed random fixed point free involutions. It is shown that these probabilities are equal to the hard edge gap probability for matrix ensembles with unitary,(More)
The probabilities for gaps in the eigenvalue spectrum of finite N ×N random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The finite cases for exclusion from single and double intervals are given in terms of second order second degree ODEs which are related(More)
Skew orthogonal polynomials arise in the calculation of the n-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely determined by a certain sum involving the skew orthogonal polynomials. In the cases that the eigenvalue probability(More)
The scaled distribution of the smallest eigenvalue in the Laguerre orthogonal and symplectic ensembles is evaluated in terms of a Painlevé V transcendent. This same Painlevé V transcendent is known from the work of Tracy and Widom, where it has been shown to specify the scaled distribution of the smallest eigenvalue in the Laguerre unitary ensemble. The(More)
We consider Hermite and Laguerre β-ensembles of large N × N random matrices. For all β even, corrections to the limiting global density are obtained, and the limiting density at the soft edge is evaluated. We use the saddle point method on multidimensional integral representations of the density which are based on special realizations of the generalized(More)
The real Ginibre ensemble consists of random N x N matrices formed from independent and identically distributed standard Gaussian entries. By using the method of skew orthogonal polynomials, the general n-point correlations for the real eigenvalues, and for the complex eigenvalues, are given as n x n Pfaffians with explicit entries. A computationally(More)
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities related to the eigenspectrum, such as the distribution of the largest eigenvalue, which can be expressed as multidimensional(More)