Physics – Mathematical Physics
Scientific paper
2002-10-05
Commun.Math.Phys. 241 (2003) 343-382
Physics
Mathematical Physics
34pages
Scientific paper
10.1007/s00220-003-0938-x
We prove that general correlation functions of both ratios and products of characteristic polynomials of Hermitian random matrices are governed by integrable kernels of three different types: a) those constructed from orthogonal polynomials; b) constructed from Cauchy transforms of the same orthogonal polynomials and finally c) those constructed from both orthogonal polynomials and their Cauchy transforms. These kernels are related with the Riemann-Hilbert problem for orthogonal polynomials. For the correlation functions we obtain exact expressions in the form of determinants of these kernels. Derived representations enable us to study asymptotics of correlation functions of characteristic polynomials via Deift-Zhou steepest-descent/stationary phase method for Riemann-Hilbert problems, and in particular to find negative moments of characteristic polynomials. This reveals the universal parts of the correlation functions and moments of characteristic polynomials for arbitrary invariant ensemble of $\beta=2$ symmetry class.
Fyodorov Yan V.
Strahov Eugene
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