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 o...

We calculate a general spectral correlation function of products and ratios of characteristic polynomials for a N × N random matrix taken from the chiral Gaussian Unitary Ensemble (chGUE). Our derivation is based upon finding a Itzykson-Zuber type integral for matrices from the non-compact manifold Gl(n, C)/U(1)× ... × U(1) (matrix Macdonald function). The correlation function is shown to be al...