paper

On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix

arXiv:0803.0932

Abstract

We consider the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a real symmetric random matrix. Our main result is that the existing result for a random matrix from the Gaussian Orthogonal Ensemble essentially continues to hold for a general real symmetric Wigner matrix.

14 pages

On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix · wovepaper