Averages of characteristic polynomials in random matrix theory
نویسندگان
چکیده
منابع مشابه
Averages of Characteristic Polynomials in Random Matrix Theory
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the bulk scaling asymptotic limits are found for ensembles with Gaussian weights. Classical results for the correlation functions of the random matrix ensembles and...
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We calculate the expectation value of an arbitrary product of characteristic polynomials of complex random matrices and their hermitian conjugates. Using the technique of orthogonal polynomials in the complex plane our result can be written in terms of a determinant containing these polynomials and their kernel. It generalizes the known expression for hermitian matrices and it also provides a g...
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ژورنال
عنوان ژورنال: Communications on Pure and Applied Mathematics
سال: 2005
ISSN: 0010-3640,1097-0312
DOI: 10.1002/cpa.20092