Correlations of the characteristic polynomials in the gaussian unitary ensemble or a singular hankel determinant

被引:53
|
作者
Krasovsky, I. V. [1 ]
机构
[1] Brunel Univ, Dept Math Sci, Uxbridge UB8 3PH, Middx, England
关键词
D O I
10.1215/S0012-7094-07-13936-X
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We obtain large it asymptotics for products of powers of the absolute values of the characteristic polynomials in the Gaussian unitary ensemble (GUE) of (n x n)matrices. Our results can also be interpreted as asymptotics of the determinant of a Hankel matrix whose symbol is supported on the real line and possesses power-like (Fisher-Hartwig) singularities.
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页码:581 / 619
页数:39
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