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arxiv: 0803.0926 · v1 · submitted 2008-03-06 · 🧮 math.PR · math-ph· math.MP

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

classification 🧮 math.PR math-phmath.MP
keywords functionmatrixcharacteristiccorrelationpolynomialsecond-orderhermitianrandom
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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.

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