On the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix (Q731274)
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scientific article; zbMATH DE number 5610532
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| English | On the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix |
scientific article; zbMATH DE number 5610532 |
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On the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix (English)
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2 October 2009
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The authors study the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of general Hermitian Wigner matrices. It shows that for matrices whose entry distribution is centred and which have a finite fourth moment this behaviour is essentially the same as for the matrix from the Gaussian unitary ensemble. The proofs rely on an explicit formula for the exponential generating function of the second-order correlation function of the characteristic polynomial. The paper further shows that the second-order correlation function of the characteristic polynomial is closely related to that of the permanental polynomial.
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Hermitian Wigner matrices
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characteristic polynomial
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second-order correlation function
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Gaussian unitary ensemble
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0.915440320968628
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0.8863936066627502
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0.8612610697746277
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0.8596892356872559
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