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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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