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We calculate the expectation value of an arbitrary product of characteristic polynomials of complex random matrices and their hermitian conjugates. Using the technique of orthogonal polynomials in the complex plane our result can be written…

High Energy Physics - Theory · Physics 2010-04-05 G. Akemann , G. Vernizzi

We study correlation functions of the characteristic polynomials in coupled matrix models based on the Schur polynomial expansion, which manifests their determinantal structure.

Mathematical Physics · Physics 2022-05-06 Nicolas Babinet , Taro Kimura

We investigate the second-order correlation function of the characteristic polynomial of a sample covariance matrix. Starting from an explicit formula for the generating function, we re-obtain several well-known kernels from random matrix…

Probability · Mathematics 2009-06-16 Holger Kösters

The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided…

Mathematical Physics · Physics 2007-05-23 Yan V Fyodorov

We calculate the autocorrelation function for the characteristic polynomial of a random matrix in the microscopic scaling regime. While results fitting this description have be proved before, we will cover all values of inverse temperature…

Probability · Mathematics 2010-04-12 Rowan Killip , Eric Ryckman

This note presents absolute bounds on the size of the coefficients of the characteristic and minimal polynomials depending on the size of the coefficients of the associated matrix. Moreover, we present algorithms to compute more precise…

Symbolic Computation · Computer Science 2011-11-10 Jean-Guillaume Dumas

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 compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…

Mathematical Physics · Physics 2008-11-26 G. Akemann , F. Basile

We present new and streamlined proofs of various formulae for products and ratios of characteristic polynomials of random Hermitian matrices that have appeared recently in the literature.

Mathematical Physics · Physics 2015-06-26 Jinho Baik , Percy Deift , Eugene Strahov

We calculate joint moments of the characteristic polynomial of a random unitary matrix from the circular unitary ensemble and its derivative in the case that the power in the moments is an odd positive integer. The calculations are carried…

Probability · Mathematics 2015-05-30 B. Winn

Supertropical matrix theory was investigated in [6], whose terminology we follow. In this work we investigate eigenvalues, characteristic polynomials and coefficients of characteristic polynomials of supertropical matrices and their powers,…

Commutative Algebra · Mathematics 2014-12-23 Adi Niv

We develop a new framework to compute the exact correlators of characteristic polynomials, and their inverses, in random matrix theory. Our results hold for general potentials and incorporate the effects of an external source. In matrix…

High Energy Physics - Theory · Physics 2021-11-04 Taro Kimura , Edward A. Mazenc

There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…

Mathematical Physics · Physics 2014-11-20 Mario Kieburg , Thomas Guhr

Exact eigenvalue correlation functions are computed for large $N$ hermitian one-matrix models with eigenvalues distributed in two symmetric cuts. An asymptotic form for orthogonal polynomials for arbitrary polynomial potentials that support…

Condensed Matter · Physics 2009-10-30 Nivedita Deo

The characteristic polynomial of the effective Hamiltonian for a general model has been discussed. It is found that, compared with the associated energy eigenvalues, this characteristic polynomial generally has better analytical properties…

Strongly Correlated Electrons · Physics 2022-06-08 Yong Zheng

We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…

Mathematical Physics · Physics 2016-09-07 J. B. Conrey , D. W. Farmer , J. P. Keating , M. O. Rubinstein , N. C. Snaith

We compute the correlation functions mixing the powers of two non-commuting random matrices within the same trace. The angular part of the integration was partially known in the literature: we pursue the calculation and carry out the…

High Energy Physics - Theory · Physics 2008-11-26 M. Bertola , B. Eynard

We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers , Peter J. Forrester

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

Polynomial ensembles are a sub-class of probability measures within determinantal point processes. Examples include products of independent random matrices, with applications to Lyapunov exponents, and random matrices with an external…

Mathematical Physics · Physics 2020-11-11 Gernot Akemann , Eugene Strahov , Tim R. Würfel
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