We calculate joint moments of the characteristic polynomial of a random unitary
matrix from the circular unitary ensemble and its derivative in the case that the power
in themoments is an odd positive integer. The calculations are carried out for finite matrix
size and in the limit as the size of the matrices goes to infinity. The latter asymptotic
calculation allows us to prove a long-standing conjecture from random matrix theory.
History
School
Science
Department
Mathematical Sciences
Published in
COMMUNICATIONS IN MATHEMATICAL PHYSICS
Volume
315
Issue
2
Pages
531 - 562 (32)
Citation
WINN, B., 2012. Derivative moments for characteristic polynomials from the CUE. Communications in Mathematical Physics, 315(2), pp.531-562.