arXiv:0803.0926 [math.PR]AbstractReferencesReviewsResources
On the Second-Order Correlation Function of the Characteristic Polynomial of a Hermitian Wigner Matrix
Published 2008-03-06Version 1
We consider the asymptotics of the second-order correlation function of the characteristic polynomial of a random matrix. We show that the known result for a random matrix from the Gaussian Unitary Ensemble essentially continues to hold for a general Hermitian Wigner matrix. Our proofs rely on an explicit formula for the exponential generating function of the second-order correlation function of the characteristic polynomial.
Comments: 20 pages
Keywords: second-order correlation function, characteristic polynomial, general hermitian wigner matrix, random matrix, gaussian unitary ensemble essentially continues
Tags: journal article
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