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 of the real line respectively. The averaged value of the modulus of the corresponding characteristic polynomial raised to the power diverges, for , 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.
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