IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v80y2010i19-20p1500-1507.html
   My bibliography  Save this article

On the second-order correlation of characteristic polynomials of Hermite [beta] ensembles

Author

Listed:
  • Su, Zhonggen

Abstract

Consider the Hermite [beta] 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 0). Analogs have recently been studied by Götze and Kösters for general Hermitian (real) Wigner matrices.

Suggested Citation

  • Su, Zhonggen, 2010. "On the second-order correlation of characteristic polynomials of Hermite [beta] ensembles," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1500-1507, October.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:19-20:p:1500-1507
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(10)00162-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Brézin, Edouard & Hikami, Shinobu, 2000. "Logarithmic moments of characteristic polynomials of random matrices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 279(1), pages 333-341.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. H. Kösters, 2011. "Characteristic Polynomials of Sample Covariance Matrices," Journal of Theoretical Probability, Springer, vol. 24(2), pages 545-576, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:80:y:2010:i:19-20:p:1500-1507. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.