Correlations of the characteristic polynomials in the Gaussian unitary ensemble or a singular Hankel determinant

DOI10.1215/S0012-7094-07-13936-XzbMATH Open1173.15012arXivmath-ph/0411016OpenAlexW2054302975MaRDI QIDQ2382012FDOQ2382012

I. V. Krasovsky

Publication date: 27 September 2007

Published in: Duke Mathematical Journal (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/math-ph/0411016

zbMATH Keywords

random matricesdisordered systemsasymptotic approximations

Mathematics Subject Classification ID

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)

Cited In (49)

• Asymptotics of the partition function of a Laguerre-type random matrix model
• Gaussian fluctuations of the determinant of Wigner matrices
• Uniform asymptotics of Toeplitz determinants with Fisher-Hartwig singularities
• Asymptotics of Muttalib-Borodin determinants with Fisher-Hartwig singularities
• Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble
• Polynomial moments with a weighted zeta square measure on the critical line
• On correlation functions of characteristic polynomials for chiral Gaussian unitary ensemble
• Characteristic polynomials for random band matrices near the threshold
• A Riemann-Hilbert approach to asymptotic analysis of Toeplitz+Hankel determinants
• Polynomial approximations in a generalized Nyman-Beurling criterion
• On the moments of the characteristic polynomial of a Ginibre random matrix
• Asymptotics of Toeplitz, Hankel, and Toeplitz+Hankel determinants with Fisher-Hartwig singularities
• Universality for multiplicative statistics of Hermitian random matrices and the integro-differential Painlevé II equation
• Nonintersecting Brownian motions on the half-line and discrete Gaussian orthogonal polynomials
• Asymptotics for Hankel determinants associated to a Hermite weight with a varying discontinuity
• A CLT for the characteristic polynomial of random Jacobi matrices, and the G\(\beta\)E
• Asymptotics of Hankel determinants with a Laguerre-type or Jacobi-type potential and Fisher-Hartwig singularities
• Toeplitz determinants with merging singularities
• A central limit theorem for the determinant of a Wigner matrix
• Painlevé III asymptotics of Hankel determinants for a singularly perturbed Laguerre weight
• The multiplicative constant for the Meijer-G kernel determinant
• Mesoscopic fluctuations for unitary invariant ensembles
• Strong Szegő limit theorems for multi-bordered, framed, and multi-framed Toeplitz determinants
• On the probability of positive-definiteness in the gGUE via semi-classical Laguerre polynomials
• Random matrices with merging singularities and the Painlevé V equation
• On the moments of characteristic polynomials
• Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes
• Special function solutions of Painlevé equations: theory, asymptotics and applications
• Asymptotics for the partition function in two-cut random matrix models
• Maximum of the characteristic polynomial of the Ginibre ensemble
• Hankel determinant and orthogonal polynomials for a Gaussian weight with a discontinuity at the edge
• Toeplitz determinants with a one-cut regular potential and Fisher-Hartwig singularities. I: Equilibrium measure supported on the unit circle
• An edge CLT for the log determinant of Wigner ensembles
• Optimal local law and central limit theorem for \(\beta\)-ensembles
• Universal results for correlations of characteristic polynomials: Riemann-Hilbert approach
• On characteristic polynomials for a generalized chiral random matrix ensemble with a source
• The random normal matrix model: insertion of a point charge
• Correlations of RMT characteristic polynomials and integrability: Hermitean matrices
• On the second-order correlation of characteristic polynomials of Hermite \(\beta \) ensembles
• Asymptotics of the partition function of the perturbed Gross-Witten-Wadia unitary matrix model
• Weak and strong confinement in the Freud random matrix ensemble and gap probabilities
• Random Hermitian matrices and Gaussian multiplicative chaos
• Mod-Gaussian convergence for random determinants
• Perturbed Laguerre unitary ensembles, Hankel determinants, and information theory
• On the Fredholm determinant of the confluent hypergeometric kernel with discontinuities
• Universality for eigenvalue correlations from the unitary ensemble associated with a family of singular weights
• Hankel determinants for a Gaussian weight with Fisher–Hartwig singularities and generalized Painlevé IV equation
• Asymptotics of determinants with a rotation-invariant weight and discontinuities along circles
• Gaussian multiplicative chaos for Gaussian orthogonal and symplectic ensembles

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