On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix

Details On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix

2008-03-06

arxiv.org/abs/0803.0932v1

Mathematics

Probability

14 pages

Scientific paper

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 existing result for a random matrix from the Gaussian
Orthogonal Ensemble essentially continues to hold for a general real symmetric
Wigner matrix.

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