کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152853 1489898 2010 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the second-order correlation of characteristic polynomials of Hermite ββ ensembles
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
On the second-order correlation of characteristic polynomials of Hermite ββ ensembles
چکیده انگلیسی

Consider the Hermite ββ ensemble, a variant of the classical Gaussian unitary ensemble. Using Dumitriu and Edelman’s matrix model representation, we first calculate the generating function of the second-order correlation of characteristic polynomials. Then we obtain the asymptotic behaviors of the second-order correlation of characteristic polynomials both in the bulk (0<β<40<β<4) and at the edge (β>0β>0). Analogs have recently been studied by Götze and Kösters for general Hermitian (real) Wigner matrices.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 80, Issues 19–20, 1–15 October 2010, Pages 1500–1507
نویسندگان
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