Moments of the logarithmic derivative of characteristic polynomials from and
arXiv:2003.05906 · doi:10.1063/5.0008423
Abstract
We study moments of the logarithmic derivative of characteristic polynomials of orthogonal and symplectic random matrices. In particular, we compute the asymptotics for large matrix size, , of these moments evaluated at points which are approaching 1. This follows work of Bailey, Bettin, Blower, Conrey, Prokhorov, Rubinstein and Snaith where they compute these asymptotics in the case of unitary random matrices.
43 pages. This version has an added discussion and computation of lower order terms. It also contains implemented comments and suggestions from the referee for JMP. Accepted for publication in the Journal of Mathematical Physics