{ "id": "math-ph/0306078", "version": "v1", "published": "2003-06-30T09:39:05.000Z", "updated": "2003-06-30T09:39:05.000Z", "title": "Universal behavior for averages of characteristic polynomials at the origin of the spectrum", "authors": [ "M. Vanlessen" ], "comment": "24 pages, 3 figures", "categories": [ "math-ph", "math.CA", "math.MP" ], "abstract": "It has been shown by Strahov and Fyodorov that averages of products and ratios of characteristic polynomials corresponding to Hermitian matrices of a unitary ensemble, involve kernels related to orthogonal polynomials and their Cauchy transforms. We will show that, for the unitary ensemble $\\frac{1}{\\hat Z_n}|\\det M|^{2\\alpha}e^{-nV(M)}dM$ of $n\\times n$ Hermitian matrices, these kernels have universal behavior at the origin of the spectrum, as $n\\to\\infty$, in terms of Bessel functions. Our approach is based on the characterization of orthogonal polynomials together with their Cauchy transforms via a matrix Riemann-Hilbert problem, due to Fokas, Its and Kitaev, and on an application of the Deift/Zhou steepest descent method for matrix Riemann-Hilbert problems to obtain the asymptotic behavior of the Riemann-Hilbert problem.", "revisions": [ { "version": "v1", "updated": "2003-06-30T09:39:05.000Z" } ], "analyses": { "keywords": [ "characteristic polynomials", "universal behavior", "matrix riemann-hilbert problem", "hermitian matrices", "orthogonal polynomials" ], "note": { "typesetting": "TeX", "pages": 24, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2003math.ph...6078V" } } }