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math.PR2008★ 2 cited
Asymptotics of Characteristic Polynomials of Wigner Matrices at the Edge of the Spectrum
Holger Kösters
We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show…
math.PR2008
On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix
H. Kösters
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 existi…
math.PR2008★ 14 cited
On the Second-Order Correlation Function of the Characteristic Polynomial of a Hermitian Wigner Matrix
F. Götze, H. Kösters
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…