{ "id": "0805.3044", "version": "v2", "published": "2008-05-20T10:35:16.000Z", "updated": "2008-06-05T20:37:21.000Z", "title": "Asymptotics of Characteristic Polynomials of Wigner Matrices at the Edge of the Spectrum", "authors": [ "Holger Kösters" ], "comment": "15 pages; minor changes", "categories": [ "math.PR", "math-ph", "math.MP" ], "abstract": "We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function is asymptotically given by the Airy kernel, thereby generalizing the well-known result for the Gaussian Unitary Ensemble (GUE). Moreover, we obtain similar results for real-symmetric Wigner matrices.", "revisions": [ { "version": "v2", "updated": "2008-06-05T20:37:21.000Z" } ], "analyses": { "subjects": [ "60B99", "15A52" ], "keywords": [ "characteristic polynomial", "suitably rescaled second-order correlation function", "hermitian wigner matrix", "real-symmetric wigner matrices", "well-known result" ], "note": { "typesetting": "TeX", "pages": 15, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2008arXiv0805.3044K" } } }