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Singularity dominated strong fluctuations for some random matrix averages

Mathematical Physics 2015-06-16 v1 math.MP

Abstract

The circular and Jacobi ensembles of random matrices have their eigenvalue support on the unit circle of the complex plane and the interval (0,1)(0,1) of the real line respectively. The averaged value of the modulus of the corresponding characteristic polynomial raised to the power 2μ2 \mu diverges, for 2μ12\mu \le -1, at points approaching the eigenvalue support. Using the theory of generalized hypergeometric functions based on Jack polynomials, the functional form of the leading asymptotic behaviour is established rigorously. In the circular ensemble case this confirms a conjecture of Berry and Keating.

Keywords

Cite

@article{arxiv.math-ph/0402001,
  title  = {Singularity dominated strong fluctuations for some random matrix averages},
  author = {P. J. Forrester and J. P. Keating},
  journal= {arXiv preprint arXiv:math-ph/0402001},
  year   = {2015}
}

Comments

11 pages, to appear Commun. Math. Phys