On the Second-Order Correlation Function of the Characteristic Polynomial of a Hermitian Wigner Matrix
Probability
2009-11-13 v1 Mathematical Physics
math.MP
Abstract
We consider the asymptotics of the second-order correlation function of the characteristic polynomial of a random matrix. We show that the known result for a random matrix from the Gaussian Unitary Ensemble essentially continues to hold for a general Hermitian Wigner matrix. Our proofs rely on an explicit formula for the exponential generating function of the second-order correlation function of the characteristic polynomial.
Cite
@article{arxiv.0803.0926,
title = {On the Second-Order Correlation Function of the Characteristic Polynomial of a Hermitian Wigner Matrix},
author = {F. Götze and H. Kösters},
journal= {arXiv preprint arXiv:0803.0926},
year = {2009}
}
Comments
20 pages