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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 study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…

Mathematical Physics · Physics 2016-03-24 Tom Claeys , Benjamin Fahs

We study the characteristic polynomial $p_{n}(x)=\prod_{j=1}^{n}(|z_{j}|-x)$ where the $z_{j}$ are drawn from the Mittag-Leffler ensemble, i.e. a two-dimensional determinantal point process which generalizes the Ginibre point process. We…

Mathematical Physics · Physics 2022-05-24 Sung-Soo Byun , Christophe Charlier

We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in…

Mathematical Physics · Physics 2015-01-20 Max R. Atkin , Tom Claeys , Francesco Mezzadri

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 establish asymptotic formulae for general joint moments of characteristic polynomials and their higher-order derivatives associated with matrices drawn randomly from the groups $\mathrm{USp}(2N)$ and $\mathrm{SO}(2N)$ in the limit as…

Mathematical Physics · Physics 2025-09-19 Theodoros Assiotis , Mustafa Alper Gunes , Jonathan P. Keating , Fei Wei

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

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

The complex Ginibre ensemble is an $N\times N$ non-Hermitian random matrix over $\mathbb{C}$ with i.i.d. complex Gaussian entries normalized to have mean zero and variance $1/N$. Unlike the Gaussian unitary ensemble, for which the…

Probability · Mathematics 2018-05-24 Nicholas Crawford , Ron Rosenthal

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 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

In this article we study the large $N$ asymptotics of complex moments of the absolute value of the characteristic polynomial of a $N\times N$ complex Ginibre random matrix with the characteristic polynomial evaluated at a point in the unit…

Probability · Mathematics 2018-12-26 Christian Webb , Mo Dick Wong

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

We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a $N\times N$ random matrix taken from a $L$-deformed Chiral Gaussian Unitary Ensemble with an…

Mathematical Physics · Physics 2018-03-19 Yan V Fyodorov , Jacek Grela , Eugene Strahov

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 describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM$ with…

Classical Analysis and ODEs · Mathematics 2010-07-30 A. R. Its , A. B. J. Kuijlaars , J. Ostensson

Ensembles of complex symmetric, and complex self dual random matrices are known to exhibit local statistical properties distinct from those of the non-Hermitian Ginibre ensembles. On the other hand, in distinction to the latter, the joint…

Mathematical Physics · Physics 2024-11-13 Peter J. Forrester

We study the moments of the absolute characteristic polynomial of the real elliptic ensemble, including the case of the real Ginibre ensemble. We obtain asymptotics for all integral moments inside the real bulk to order 1 + o(1). In…

Probability · Mathematics 2024-10-11 Pax Kivimae

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

In a previous work a random matrix average for the Laguerre unitary ensemble, generalising the generating function for the probability that an interval $ (0,s) $ at the hard edge contains $ k $ eigenvalues, was evaluated in terms of a…

Classical Analysis and ODEs · Mathematics 2009-11-11 P. J. Forrester , N. S. Witte
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