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Derivative moments for characteristic polynomials from the CUE
journal contributionposted on 2014-08-06, 12:30 authored by Brian WinnBrian Winn
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.
- Mathematical Sciences
Published inCOMMUNICATIONS IN MATHEMATICAL PHYSICS
Pages531 - 562 (32)
CitationWINN, B., 2012. Derivative moments for characteristic polynomials from the CUE. Communications in Mathematical Physics, 315(2), pp.531-562.
- AM (Accepted Manuscript)
NotesThe final publication is available at Springer via http://dx.doi.org/10.1007/s00220-012-1512-1