Auto-correlation functions for unitary groups

From MaRDI portal



Abstract: We compute the auto-correlations functions of order mge1 for the characteristic polynomials of random matrices from certain subgroups of the unitary groups U(2) and U(3) by applying branching rules. These subgroups can be understood as analogs of Sato--Tate groups of USp(4) in our previous paper. This computation yields symmetric polynomial identities with m-variables involving irreducible characters of U(m) for all mge1 in an explicit, uniform way.



Cites work









This page was built for publication: Auto-correlation functions for unitary groups

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6151730)