Pfaffian point process for the Gaussian real generalised eigenvalue problem
Peter J Forrester, Anthony Mays
Probability Theory and Related Fields | SPRINGER HEIDELBERG | Published : 2012
The work of PJF was supported by the Australian Research Council, and AM was supported by an Australian Postgraduate Award. We thank Dan Mathews for bringing up the topic of random tensors during a discussion at the 1st PRIMA meeting (Sydney, July 2009). Discussions with J. Fischmann in relation to (61) are acknowledged.