On the second-order correlation of characteristic polynomials of Hermite ensembles

DOI10.1016/J.SPL.2010.06.001zbMATH Open1204.15046OpenAlexW2016815625MaRDI QIDQ990915FDOQ990915

Authors Zhonggen Su

Publication date 1 September 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.06.001

zbMATH Keywords

random matricesmatrix modelcharacteristic polynomialsGaussian unitary ensembleWigner matricesHermite \(\beta\) ensembles

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4090548 (Why is no real title available?)
• Averages of characteristic polynomials in random matrix theory
• Characteristic polynomials of random matrices.
• Characteristic polynomials of real symmetric random matrices
• Continuum limits of random matrices and the Brownian carousel
• Correlations of the characteristic polynomials in the Gaussian unitary ensemble or a singular Hankel determinant
• Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö
• Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
• Matrix models for beta ensembles
• On the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix
• On the second-order correlation function of the characteristic polynomial of a real symmetric Wigner matrix
• Random matrix theory and \(\zeta(1/2+it)\).
• Universal results for correlations of characteristic polynomials: Riemann-Hilbert approach

Cited in

(5)

• On the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix
• On the second-order correlation function of the characteristic polynomial of a real symmetric Wigner matrix
• Asymptotics for products of characteristic polynomials in classical \(\beta\)-ensembles
• Limits for circular Jacobi beta-ensembles
• An arithmetic property of moments of the \(\beta\)-Hermite ensemble and certain map enumerators

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