Correlations of the characteristic polynomials in the Gaussian Unitary Ensemble or a singular Hankel determinant
Mathematical Physics
2007-06-21 v4 math.MP
Abstract
We obtain large n asymptotics for products of powers of the absolute values of the characteristic polynomials in the Gaussian Unitary Ensemble of n\times n matrices. Our results can also be interpreted as asymptotics of the determinant of a Hankel matrix whose symbol is supported on the real line and possesses power-like (Fisher-Hartwig) singularities.
Keywords
Cite
@article{arxiv.math-ph/0411016,
title = {Correlations of the characteristic polynomials in the Gaussian Unitary Ensemble or a singular Hankel determinant},
author = {I. V. Krasovsky},
journal= {arXiv preprint arXiv:math-ph/0411016},
year = {2007}
}
Comments
35 pages, 5 figures