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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 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

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 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

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 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 consider the asymptotics of the correlation functions of the characteristic polynomials of the hermitian Wigner matrices $H_n=n^{-1/2}W_n$. We show that for the correlation function of any even order the asymptotic coincides with this…

Mathematical Physics · Physics 2015-05-19 Tatyana Shcherbina

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 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 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 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

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

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 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

The paper continues previous works which study the behavior of second correlation function of characteristic polynomials of the special case of $n\times n$ one-dimensional Gaussian Hermitian random band matrices, when the covariance of the…

Mathematical Physics · Physics 2020-06-24 Tatyana Shcherbina

We study $k$-point correlators of characteristic polynomials in non-Hermitian ensembles of random matrices, focusing on the real, complex and quaternion $N \times N$ Ginibre ensembles. Our approach is based on the technique of character…

Mathematical Physics · Physics 2024-07-15 Alexander Serebryakov , Nick Simm

We express the averages of products of characteristic polynomials for random matrix ensembles associated with compact symmetric spaces in terms of Jack polynomials or Heckman and Opdam's Jacobi polynomials depending on the root system of…

Probability · Mathematics 2009-11-11 Sho Matsumoto

We study the special case of $n\times n$ 1D Gaussian Hermitian random band matrices, when the covariance of the elements is determined by $J=(-W^2\triangle+1)^{-1}$. Assuming that the band width $W\ll \sqrt{n}$, we prove that the limit of…

Mathematical Physics · Physics 2017-04-05 Mariya Shcherbina , Tatyana Shcherbina

We prove that the reverse characteristic polynomial $\det(I_n - zA_n)$ of a random $n \times n$ matrix $A_n$ with iid $\mathrm{Bernoulli}(d/n)$ entries converges in distribution towards the random infinite product $\prod_{\ell =…

Probability · Mathematics 2021-06-23 Simon Coste
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