On the correlation functions of the characteristic polynomials of the hermitian sample covariance ensemble

Details On the correlation functions of the characteristic polynomials of the hermitian sample covariance ensemble On the correlation functions of the characteristic polynomials of the hermitian sample covariance ensemble

2011-05-16

arxiv.org/abs/1105.3051v2

Physics

Mathematical Physics

27 p

Scientific paper

We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices $H_n=n^{-1}A_{m,n}^*A_{m,n}$, where $A_{m,n}$ is a $m\times n$ complex matrix with independent and identically distributed entries $\Re a_{\alpha j}$ and $\Im a_{\alpha j}$. We show that for the correlation function of any even order the asymptotic behavior in the bulk and at the edge of the spectrum coincides with those for the Gaussian Unitary Ensemble up to a factor, depending only on the fourth moment of the common probability law of entries $\Re a_{\alpha j}$, $\Im a_{\alpha j}$, i.e. the higher moments do not contribute to the above limit.

Affiliated with

Also associated with

No associations

Rating

On the correlation functions of the characteristic polynomials of the hermitian sample covariance ensemble does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On the correlation functions of the characteristic polynomials of the hermitian sample covariance ensemble, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On the correlation functions of the characteristic polynomials of the hermitian sample covariance ensemble will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-77194