On the moments of characteristic polynomials

Abstract

We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to \infty$. We focus in particular on the Gaussian Unitary Ensemble, but discuss other Hermitian ensembles as well. We employ a novel approach to calculate asymptotic formulae for the moments, enabling us to uncover subtle structure not apparent in previous approaches.

arXiv comment26 pages

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Cited by in corpus (4)

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• Skew Howe duality and limit shapes of Young diagrams
• Symmetric Function Theory and Unitary Invariant Ensembles
• Autocorrelations of characteristic polynomials for the Alternative Circular Unitary Ensemble