On the correlation function of the characteristic polynomials of the Hermitian Wigner ensemble (Q647386)

The characteristic polynomials of matrices and their moments for various matrix ensembles are widely studied. In this paper, the Hermitian Wigner ensemble with symmetric entries distribution, i. e., Hermitian \(n\times n\) random matrices \(H_n = n^{-1/2}W_n\) is considered. The entries of these matrices are independent (modulo symmetry) and their \(\Re W_{jk}\) and \(\Im W_{jk}\) are identically distributed. To find the asymptotic behavior of the correlation functions of the characteristic polynomials the exponential generating function according to \textit{F. Götze} and \textit{H. Kosters}, [Commun. Math. Phys.~285, 1183--1205 (2008; Zbl 1193.15035)] for general case with moments \(m \geq 1\) is used. By this way it is proved that the limits for the mixed moments (or correlation functions) of characteristic polynomials for random matrices coincide with those for the Gaussian unitary ensemble up to a factor depending only on the fourth moment of the common probability law of the entries \(\Re W_{jk}\), \(\Im W_{jk}\), i.~e., that the higher moments of the law do not contribute to the above limit. This is a manifestation of the universality, that can be compared with the universality of the local bulk regime for Wigner matrices.