On the second-order correlation of characteristic polynomials of Hermite \(\beta \) ensembles

DOI10.1016/j.spl.2010.06.001zbMath1204.15046OpenAlexW2016815625MaRDI QIDQ990915

Zhonggen Su

Publication date: 1 September 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.06.001

zbMATH Keywords

random matricescharacteristic polynomialsmatrix modelWigner matricesGaussian unitary ensembleHermite \(\beta\) ensembles

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (2)

Asymptotics for products of characteristic polynomials in classical \(\beta\)-ensembles ⋮ Limits for circular Jacobi beta-ensembles

Cites Work

• On the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix
• Continuum limits of random matrices and the Brownian carousel
• On the second-order correlation function of the characteristic polynomial of a real symmetric Wigner matrix
• Universal results for correlations of characteristic polynomials: Riemann-Hilbert approach
• Eigenvalue distributions of large Hermitian matrices; Wigner's semi- circle law and a theorem of Kac, Murdock, and Szegö
• Correlations of the characteristic polynomials in the Gaussian unitary ensemble or a singular Hankel determinant
• Averages of characteristic polynomials in random matrix theory
• Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
• Matrix models for beta ensembles
• Characteristic polynomials of random matrices.
• Random matrix theory and \(\zeta(1/2+it)\).
• Characteristic polynomials of real symmetric random matrices
• Unnamed Item

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