On the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix

DOI10.1007/S00220-008-0544-ZzbMath1193.15035arXiv0803.0926OpenAlexW3106322149MaRDI QIDQ731274

Friedrich Götze, Holger Kösters

Publication date: 2 October 2009

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.0926

zbMATH Keywords

characteristic polynomialGaussian unitary ensembleHermitian Wigner matricessecond-order correlation function

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52)

Related Items (12)

On the correlation functions of the characteristic polynomials of the sparse Hermitian random matrices ⋮ Characteristic polynomials of sample covariance matrices: the non-square case ⋮ Characteristic polynomials for random band matrices near the threshold ⋮ On the correlation functions of the characteristic polynomials of the Hermitian sample covariance matrices ⋮ On the correlation function of the characteristic polynomials of the Hermitian Wigner ensemble ⋮ On the second mixed moment of the characteristic polynomials of 1D band matrices ⋮ Random matrices: universality of local eigenvalue statistics ⋮ Characteristic polynomials of sample covariance matrices ⋮ On the occurrence of the sine kernel in connection with the shifted moments of the Riemann zeta function ⋮ On the second-order correlation of characteristic polynomials of Hermite \(\beta \) ensembles ⋮ Characteristic polynomials of products of non-Hermitian Wigner matrices: finite-\(N\) results and Lyapunov universality ⋮ Convergence and asymptotic approximations to universal distributions in probability

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• Products and ratios of characteristic polynomials of random Hermitian matrices
• Characteristic polynomials of random matrices.
• Random matrix theory and \(\zeta(1/2+it)\).
• Characteristic polynomials of real symmetric random matrices

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