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On the correlation function of the characteristic polynomials of the hermitian Wigner ensemble

Mathematical Physics 2015-05-19 v1 math.MP

Abstract

We consider the asymptotics of the correlation functions of the characteristic polynomials of the hermitian Wigner matrices Hn=n1/2WnH_n=n^{-1/2}W_n. We show that for the correlation function of any even order the asymptotic coincides with this for the GUE up to a factor, depending only on the forth moment of the common probability law QQ of entries Wjk\Im W_{jk}, Wjk\Re W_{jk}, i.e. that the higher moments of QQ do not contribute to the above limit.

Keywords

Cite

@article{arxiv.1006.2536,
  title  = {On the correlation function of the characteristic polynomials of the hermitian Wigner ensemble},
  author = {Tatyana Shcherbina},
  journal= {arXiv preprint arXiv:1006.2536},
  year   = {2015}
}

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20 p