scientific article; zbMATH DE number 3115913
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(86)- A method to calculate correlation functions for \(\beta =1\) random matrices of odd size
- The Ginibre ensemble of real random matrices and its scaling limits
- Random matrices and the replica method
- A probabilistic framework for problems with real structured uncertainty in systems and control
- Partial-skew-orthogonal polynomials and related integrable lattices with Pfaffian tau-functions
- MacDonald-Koornwinder moments and the two-species exclusion process
- Matrix quantum mechanics on \(S^1 / \mathbb{Z}_2\)
- Symmetry crossover protecting chirality in Dirac spectra
- BKP hierarchy and Pfaffian point process
- Multivariate quadratic transformations and the interpolation kernel
- Matrix product ensembles of Hermite type and the hyperbolic Harish-Chandra-Itzykson-Zuber integral
- An application of Pfaffians to multipeakons of the Novikov equation and the finite Toda lattice of BKP type
- The probability that all eigenvalues are real for products of truncated real orthogonal random matrices
- Pfaffian and Hafnian identities in shuffle algebras
- Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
- Classical skew orthogonal polynomials in a two-component log-gas with charges \(+1\) and \(+2\)
- Matrix integral solutions to the discrete and coupled Leznov lattice equations
- An elliptic hypergeometric function approach to branching rules
- Interacting diffusions on positive definite matrices
- Matrix model for the total descendant potential of a simple singularity of type \(D\)
- Riemannian Gaussian distributions, random matrix ensembles and diffusion kernels
- Power spectrum of the circular unitary ensemble
- On the moments of the partition function of the C E field
- Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices
- Tracy-Widom distributions for the Gaussian orthogonal and symplectic ensembles revisited: a skew-orthogonal polynomials approach
- Linear statistics of random matrix ensembles at the spectrum edge associated with the Airy kernel
- A quadratic identity in the shuffle algebra and an alternative proof for de Bruijn's formula
- Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary
- Nonperturbative theory of power spectrum in complex systems
- Distribution of Brownian coincidences
- Invariants of multidimensional time series based on their iterated-integral signature
- Estimation of the density of a determinantal process
- Integrable aspects of universal quantum transport in chaotic cavities
- Infinite systems of noncolliding generalized meanders and Riemann-Liouville differintegrals
- Schur \(Q\)-polynomials, multiple hypergeometric series and enumeration of marked shifted tableaux
- Ensemble averages when \(\beta \) is a square integer
- Noncolliding Brownian motion and determinantal processes
- Exit problems associated with finite reflection groups
- Half-space stationary Kardar-Parisi-Zhang equation
- Transition between characters of classical groups, decomposition of Gelfand-Tsetlin patterns and last passage percolation
- A Pfaffian representation for flat ASEP
- An induced real quaternion spherical ensemble of random matrices
- Singular values and evenness symmetry in random matrix theory
- Rank 1 real Wishart spiked model
- Linear statistics of matrix ensembles in classical background
- Compact smallest eigenvalue expressions in Wishart-Laguerre ensembles with or without a fixed trace
- Elliptic Littlewood identities
- Multi-point correlations for two-dimensional coalescing or annihilating random walks
- GUE-chGUE transition preserving chirality at finite matrix size
- The partition function of the bures ensemble as the \(\tau\)-function of BKP and DKP hierarchies: continuous and discrete
- Constrained non-crossing Brownian motions, fermions and the Ferrari-Spohn distribution
- Preserving topology while breaking chirality: from chiral orthogonal to anti-symmetric Hermitian ensemble
- A brief review of interdisciplinary studies related to integrable systems and orthogonal polynomials
- The partition function of log-gases with multiple odd charges
- Bures–Hall ensemble: spectral densities and average entropies
- Universal eigenvector correlations in quaternionic Ginibre ensembles
- The Ginibre evolution in the large-N limit
- Meet Andréief, Bordeaux 1886, and Andreev, Kharkov 1882--1883
- Classical discrete symplectic ensembles on the linear and exponential lattice: skew orthogonal polynomials and correlation functions
- Non-Hermitean Wishart random matrices (I)
- Point-to-line polymers and orthogonal Whittaker functions
- Symmetries of the quaternionic Ginibre ensemble
- Winding number statistics for chiral random matrices: Averaging ratios of determinants with parametric dependence
- Relating the Bures measure to the Cauchy two-matrix model
- Winding number statistics for chiral random matrices: Averaging ratios of parametric determinants in the orthogonal case
- Exact and approximate computation of critical values of the largest root test in high dimension
- Generalised unitary group integrals of Ingham-Siegel and Fisher-Hartwig type
- Ordered exponential random walks
- A note on BKP for the Kontsevich matrix model with arbitrary potential
- Averages of products of characteristic polynomials and the law of real eigenvalues for the real Ginibre ensemble
- Local central limit theorem for real eigenvalue fluctuations of elliptic GinOE matrices
- A Riemann-Hilbert approach to skew-orthogonal polynomials of symplectic type
- Phase transition of eigenvalues in deformed Ginibre ensembles. II: GinSE
- Non-intersecting path explanation for block Pfaffians and applications into skew-orthogonal polynomials
- Asymptotic expansions of Gaussian and Laguerre ensembles at the soft edge. II: Level densities
- Singular value statistics for the spiked elliptic Ginibre ensemble
- Complex symmetric, self-dual, and Ginibre random matrices: analytical results for three classes of bulk and edge statistics
- Dually weighted multi-matrix models as a path to causal gravity-matter systems
- Correlations of RMT characteristic polynomials and integrability: Hermitean matrices
- Average winding number for determinantal curves associated with 2-matrix models in the class AIII
- Correlation functions for \(\beta =1\) ensembles of matrices of odd size
- The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble
- Exit problems associated with affine reflection groups
- Correlation kernels for discrete symplectic and orthogonal ensembles
- Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance
- Hyperdeterminantal expressions for Jack functions of rectangular shapes
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