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arXiv:0803.0932 [math.PR]AbstractReferencesReviewsResources

On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix

H. Kösters

Published 2008-03-06Version 1

We consider the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a real symmetric random matrix. Our main result is that the existing result for a random matrix from the Gaussian Orthogonal Ensemble essentially continues to hold for a general real symmetric Wigner matrix.

Comments: 14 pages
Categories: math.PR
Subjects: 60B99, 15A52
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