Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152853 | Statistics & Probability Letters | 2010 | 8 Pages |
Abstract
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.
Keywords
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Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zhonggen Su,