Asymptotic correlations for Gaussian and Wishart matrices with external source

DOI10.1155/IMRN/2006/27395zbMath1104.62076arXivmath-ph/0604012OpenAlexW1980992137MaRDI QIDQ3419730

Patrick Desrosiers, Peter J. Forrester

Publication date: 7 February 2007

Published in: International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math-ph/0604012

Mathematics Subject Classification ID

Multivariate analysis (62H99) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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