On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix
Probability
2008-03-07 v1
Abstract
We consider the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a real symmetric random matrix. Our main result is that the existing result for a random matrix from the Gaussian Orthogonal Ensemble essentially continues to hold for a general real symmetric Wigner matrix.
Keywords
Cite
@article{arxiv.0803.0932,
title = {On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix},
author = {H. Kösters},
journal= {arXiv preprint arXiv:0803.0932},
year = {2008}
}
Comments
14 pages