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math.PR2024★ 1 cited
Exchangeable arrays and integrable systems for characteristic polynomials of random matrices
Theodoros Assiotis, Mustafa Alper Gunes, Jonathan P. Keating +1
The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circl…
math.PR2020
On the joint moments of the characteristic polynomials of random unitary matrices
Theodoros Assiotis, Jonathan P. Keating, Jon Warren
We establish the asymptotics of the joint moments of the characteristic polynomial of a random unitary matrix and its derivative for general real values of the exponents, proving a…