Convergence and an explicit formula for the joint moments of the circular Jacobi -ensemble characteristic polynomial

DOI10.1007/S11040-022-09427-4zbMATH Open1490.15050arXiv2110.05406OpenAlexW3206043936WikidataQ113900724 ScholiaQ113900724MaRDI QIDQ2139239FDOQ2139239

Theodoros Assiotis, Arun Soor, Mustafa Güneş

Publication date: 17 May 2022

Published in: Mathematical Physics, Analysis and Geometry (Search for Journal in Brave)

Abstract: The problem of convergence of the joint moments, which depend on two parameters $s$ and $h$, of the characteristic polynomial of a random Haar-distributed unitary matrix and its derivative, as the matrix size goes to infinity, has been studied for two decades, beginning with the thesis of Hughes. Recently, Forrester considered the analogous problem for the Circular $$-Ensemble (C$$E) characteristic polynomial, proved convergence and obtained an explicit combinatorial formula for the limit for integer $s$ and complex $h$. In this paper we consider this problem for a generalisation of the C$$E, the Circular Jacobi $$-ensemble (CJ$$E), depending on an additional complex parameter $delta$ and we prove convergence of the joint moments for general positive real exponents $s$ and $h$. We give a representation for the limit in terms of the moments of a family of real random variables of independent interest. This is done by making use of some general results on consistent probability measures on interlacing arrays. Using these techniques, we also extend Forrester's explicit formula to the case of real $s$ and $delta$ and integer $h$. Finally, we prove an analogous result for the moments of the logarithmic derivative of the characteristic polynomial of the Laguerre $$-ensemble.

Full work available at URL: https://arxiv.org/abs/2110.05406

zbMATH Keywords

random characteristic polynomialsjoint momentscircular Jacobi \(\beta\)-ensemblerandom interlacing arrays

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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