Autocorrelations of the characteristic polynomial of a random matrix under microscopic scaling

Details Autocorrelations of the characteristic polynomial of a random matrix under microscopic scaling Autocorrelations of the characteristic polynomial of a random matrix under microscopic scaling

2010-04-09

arxiv.org/abs/1004.1623v1

Mathematics

Probability

Scientific paper

We calculate the autocorrelation function for the characteristic polynomial
of a random matrix in the microscopic scaling regime. While results fitting
this description have be proved before, we will cover all values of inverse
temperature $\beta \in (0,\infty)$. The method also differs from prior work,
relying on matrix models introduced by Killip and Nenciu.

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