On the correlation functions of the characteristic polynomials of the Hermitian sample covariance matrices

DOI10.1007/s00440-012-0433-4zbMath1279.15032arXiv1105.3051OpenAlexW2093813783MaRDI QIDQ1955836

Yanyan Li

Publication date: 19 June 2013

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.3051

zbMATH Keywords

random matricescharacteristic polynomialscorrelation functionsGaussian unitary ensembleHermitian sample covariance matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (algebraic aspects) (15B52)

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Superposition of random plane waves in high spatial dimensions: Random matrix approach to landscape complexity ⋮ On the correlation functions of the characteristic polynomials of the sparse Hermitian random matrices ⋮ Optimal lower bound on the least singular value of the shifted Ginibre ensemble ⋮ Characteristic polynomials for random band matrices near the threshold ⋮ On the Correlation Functions of the Characteristic Polynomials of Random Matrices with Independent Entries: Interpolation Between Complex and Real Cases ⋮ On the second mixed moment of the characteristic polynomials of 1D band matrices ⋮ Characteristic polynomials for 1D random band matrices from the localization side ⋮ On the correlation functions of the characteristic polynomials of non-Hermitian random matrices with independent entries

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