Correlations of the characteristic polynomials in the Gaussian unitary ensemble or a singular Hankel determinant
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Publication:2382012
Random matrices (algebraic aspects) (15B52) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)
Abstract: We obtain large n asymptotics for products of powers of the absolute values of the characteristic polynomials in the Gaussian Unitary Ensemble of n imes n matrices. Our results can also be interpreted as asymptotics of the determinant of a Hankel matrix whose symbol is supported on the real line and possesses power-like (Fisher-Hartwig) singularities.
Large \(n\) asymptotics for product of powers of the absolute values of the characteristic polynomials over the Gaussian unitary ensemble (GUE) of \(n\times n\)-matrices is computed in this paper. The results can also be interpreted as asymptotics of the determinant of a Hankel matrix.
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