On the second mixed moment of the characteristic polynomials of 1D band matrices (Q2452195)

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On the second mixed moment of the characteristic polynomials of 1D band matrices
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    On the second mixed moment of the characteristic polynomials of 1D band matrices (English)
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    30 May 2014
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    The author considers the asymptotic behavior of the second mixed moment of the characteristic polynomials of \(1D\) Gaussian band matrices, i.e., of the Hermitian \(N\times N\) matrices \(H_N\) with independent Gaussian entries such that \(\langle H_{ij}, H_{lk}\rangle =\delta _{ik}\delta _{jl} J_{ij}\) , where \(J=(-W^2 \triangle +1)^{-1}\). Assuming that \(W^2 =N^{1+\theta}\), \(0<\theta\leq 1\), it is shown that the moment's asymptotic behavior (as \(N\to\infty\)) in the bulk of the spectrum coincides with that for the Gaussian unitary ensemble.
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    random matrix
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    asymptotic behavior
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    characteristic polynomials
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    Gaussian band matrices
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    Hermitian matrices
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    spectrum
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    Gaussian unitary ensemble
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