On the correlation functions of the characteristic polynomials of the Hermitian sample covariance matrices (Q1955836)

The paper studies the Hermitian sample covariance matrices with symmetric distributions of entries given as \(n \times n\) random matrices of the form \(H_n = n^{-1} A^*_{m,n}A_{m,n}\), where \(A_{m,n}\) is an \(m \times n\) complex matrix with independent and identically distributed entries \(\Re a_{\alpha, j}\) and \(\Im a_{\alpha, j}\). Based on the method of Grassmann integration, this paper extends results obtained for the asymptotic behavior of the correlation functions of any even number of the characteristic polynomials of Hermitian Wigner matrices [the author, Commun. Math. Phys. 308, No. 1, 1--21 (2011; Zbl 1232.15028)]. Here, this method is applied to the study of the asymptotic behavior of the characteristic polynomials of \(H_n\) and it is proved that the moments of characteristic polynomials of order of any even number 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 \(a_{\alpha, j}\), i. e., the asymptotic behavior of the correlation function is determined completely by the first four moments of the distribution of the entries.