Asymptotics of characteristic polynomials of Wigner matrices at the edge of the spectrum

نویسنده

  • Holger Kösters
چکیده

We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function is asymptotically given by the Airy kernel, thereby generalizing the well-known result for the Gaussian Unitary Ensemble (GUE). Moreover, we obtain similar results for real-symmetric Wigner matrices.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Universal random matrix correlations of ratios of characteristic polynomials at the spectral edges

It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random N × N Hermitian matrices. Our main goal is to investigate the issue of universality of large N asymptotics for those Cauchy transforms for a wide class of weight functions. Our analysis covers three different...

متن کامل

Some results on vertex-edge Wiener polynomials and indices of graphs

The vertex-edge Wiener polynomials of a simple connected graph are defined based on the distances between vertices and edges of that graph. The first derivative of these polynomials at one are called the vertex-edge Wiener indices. In this paper, we express some basic properties of the first and second vertex-edge Wiener polynomials of simple connected graphs and compare the first and second ve...

متن کامل

Eigenvalue variance bounds for Wigner and covariance random matrices

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example, which needs to be investigated first, the main bounds are extended to families of Hermitian Wigner matrices by means of the Tao and Vu Four Moment Theorem and re...

متن کامل

Universality at the Edge of the Spectrum in Wigner Random Matrices

We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit n → +∞. As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian (or real symmetric) matrix weakly converge to the distributions established by Tracy and Widom in G.U.E. (G.O.E.) cases.

متن کامل

Statistical Mechanics and Random Matrices

Statistical Mechanics and Random Matrices 3 1. Introduction 6 2. Motivations 7 3. The different scales; typical results 12 Lecture 1. Wigner matrices and moments estimates 15 1. Wigner's theorem 16 2. Words in several independent Wigner matrices 23 3. Estimates on the largest eigenvalue of Wigner matrices 25 Lecture 2. Gaussian Wigner matrices and Fredholm determinants 27 1. Joint law of the ei...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Asymptotic Analysis

دوره 69  شماره 

صفحات  -

تاریخ انتشار 2010