On the Correlation Function of the Characteristic Polynomials of the Hermitian Wigner Ensemble

  • Tatyana ShcherbinaEmail author


We consider the asymptotic of the correlation functions of the characteristic polynomials of the hermitian Wigner matrices H n  = n −1/2 W n . We show that for the correlation function of any even order the asymptotic coincides with this for the Gaussian Unitary Ensemble up to a factor, depending only on the fourth moment of the common probability law of entries \({\mathfrak{J} W_{jk}, \mathfrak{R} W_{jk}}\) , i.e. that the higher moments do not contribute to the above limit.


Random Matrice Characteristic Polynomial Random Matrix Theory Grassmann Variable Mixed Moment 
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Copyright information

© Springer-Verlag 2011

Authors and Affiliations

  1. 1.Institute for Low Temperature Physics Ukr.Ac.SciKharkovUkraine

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