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An exact formula for general spectral correlation function of random Hermitian matrices

Mathematical Physics 2008-11-26 v4 Condensed Matter High Energy Physics - Theory math.MP Exactly Solvable and Integrable Systems

Abstract

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 difference from the previously studied correlation functions (of products only) is the appearance of non-polynomial functions along with the orthogonal polynomials. These non-polynomial functions are the Cauchy transforms of the orthogonal polynomials. The result is valid for any ensemble of beta=2 symmetry class and generalizes recent asymptotic formulae obtained for GUE and its chiral counterpart by different methods..

Keywords

Cite

@article{arxiv.math-ph/0204051,
  title  = {An exact formula for general spectral correlation function of random Hermitian matrices},
  author = {Yan V. Fyodorov and Eugene Strahov},
  journal= {arXiv preprint arXiv:math-ph/0204051},
  year   = {2008}
}

Comments

published version, with a few misprints corrected

R2 v1 2026-07-22T16:21:29.808Z