{
  "id": "0906.2763",
  "version": "v1",
  "published": "2009-06-15T19:01:10.000Z",
  "updated": "2009-06-15T19:01:10.000Z",
  "title": "Characteristic Polynomials of Sample Covariance Matrices",
  "authors": [
    "Holger Kösters"
  ],
  "comment": "26 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We investigate the second-order correlation function of the characteristic polynomial of a sample covariance matrix. Starting from an explicit formula for the generating function, we re-obtain several well-known kernels from random matrix theory.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-06-15T19:01:10.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "15A52",
      "60B99",
      "62E20"
    ],
    "keywords": [
      "sample covariance matrices",
      "characteristic polynomial",
      "second-order correlation function",
      "random matrix theory",
      "sample covariance matrix"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 26,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0906.2763K"
    }
  }
}