English
Related papers

Related papers: On the correlation function of the characteristic …

200 papers

We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices $H_n=n^{-1}A_{m,n}^*A_{m,n}$, where $A_{m,n}$ is a $m\times n$ complex matrix with independent and…

Mathematical Physics · Physics 2011-05-19 T. Shcherbina

The paper is concerned with the asymptotic behavior of the correlation functions of the characteristic polynomials of non-Hermitian random matrices with independent entries. It is shown that the correlation functions behave like that for…

Mathematical Physics · Physics 2022-01-04 Ievgenii Afanasiev

We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function…

Probability · Mathematics 2008-06-05 Holger Kösters

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…

Probability · Mathematics 2009-11-13 F. Götze , H. Kösters

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…

Probability · Mathematics 2008-03-07 H. Kösters

The paper is concerned with the correlation functions of the characteristic polynomials of random matrices with independent complex entries. We investigate how the asymptotic behavior of the correlation functions depends on the second…

Mathematical Physics · Physics 2022-01-04 Ievgenii Afanasiev

We consider asymptotics of the correlation functions of characteristic polynomials corresponding to random weighted $G(n, \frac{p}{n})$ Erd{\H o}s -- R\'enyi graphs with Gaussian weights in the case of finite $p$ and also when $p \to…

Mathematical Physics · Physics 2016-03-29 Ievgenii Afanasiev

We consider the asymptotic local behavior of the second correlation function of the characteristic polynomials of sparse non-Hermitian random matrices $X_n$ whose entries have the form $x_{jk}=d_{jk}w_{jk}$ with iid complex standard…

Mathematical Physics · Physics 2023-12-19 Ievgenii Afanasiev , Tatyana Shcherbina

We have found an exact formula expressing a general correlation function containing both products and ratios of characteristic polynomials of random Hermitian matrices. The answer is given in the form of a determinant. An essential…

Mathematical Physics · Physics 2008-11-26 Yan V. Fyodorov , Eugene Strahov

We obtain large n asymptotics for products of powers of the absolute values of the characteristic polynomials in the Gaussian Unitary Ensemble of n\times n matrices. Our results can also be interpreted as asymptotics of the determinant of a…

Mathematical Physics · Physics 2007-06-21 I. V. Krasovsky

We consider the Wigner ensemble of Hermitian n-dimensional random matrices and study the correlation function K(s',s") of their moments in the limit when the numbers s', s" of the moments are proportional to n to the power 2/3. We show that…

Mathematical Physics · Physics 2013-09-09 Oleksiy Khorunzhiy

We reconsider the problem of calculating a general spectral correlation function containing an arbitrary number of products and ratios of characteristic polynomials for a N x N random matrix taken from the Gaussian Unitary Ensemble (GUE).…

Mathematical Physics · Physics 2015-06-26 Yan V Fyodorov , Eugene Strahov

We consider the asymptotic local behavior of the second correlation functions of the characteristic polynomials of a certain class of Gaussian $N\times N$ non-Hermitian random band matrices with a bandwidth $W$. Given $W,N\to\infty$, we…

Mathematical Physics · Physics 2025-10-13 Mariya Shcherbina , Tatyana Shcherbina

We consider the asymptotic behavior of the second mixed moment of the characteristic polynomials of the 1D Gaussian band matrices, i.e. of the hermitian matrices $H_n$ with independent Gaussian entries such that $<…

Mathematical Physics · Physics 2013-09-10 Tatyana Shcherbina

The paper arXiv:2510.04255 shows that the asymptotic behavior of the second correlation function of characteristic polynomials of the $N\times N$ non-Hermitian random band matrices with a bandwidth $W$ exhibits the transition at $W\sim…

Mathematical Physics · Physics 2026-04-20 Mariya Shcherbina , Tatyana Shcherbina

We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary…

Mathematical Physics · Physics 2025-04-18 Bhargavi Jonnadula , Jon Keating , Francesco Mezzadri

We study expectations of powers and correlation functions for characteristic polynomials of $N \times N$ non-Hermitian random matrices. For the $1$-point and $2$-point correlation function, we obtain several characterizations in terms of…

Mathematical Physics · Physics 2020-06-02 Alfredo Deaño , Nick Simm

We study the spectral properties of the dilute Wigner random real symmetric n-dimensional matrices H such that the entries H(i,j) take zero value with probability 1-p/n. We prove that under rather general conditions on the probability…

Mathematical Physics · Physics 2015-05-13 S. Ayadi , O. Khorunzhiy

We consider a generalization of the classical Hermite polynomials by the addition of terms involving derivatives in the inner product. This type of generalization has been studied in the literature from the point of view of the algebraic…

Classical Analysis and ODEs · Mathematics 2009-09-04 M. Alfaro , J. J. Moreno-Balcazar , A. Pena , M. L. Rezola

Starting from Montgomery's conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of L-functions. In particular, moments of characteristic polynomials of random matrices have been…

Probability · Mathematics 2024-02-07 Mustafa Alper Gunes
‹ Prev 1 2 3 10 Next ›