Asymptotics of Characteristic Polynomials of Wigner Matrices at the Edge of the Spectrum

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dc.creatorKösters, Holger
dc.date2008-05-20
dc.date2008-06-05
dc.date.accessioned2026-07-07T09:42:33Z
dc.date.available2026-07-07T09:42:33Z
dc.descriptionWe investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function is asymptotically given by the Airy kernel, thereby generalizing the well-known result for the Gaussian Unitary Ensemble (GUE). Moreover, we obtain similar results for real-symmetric Wigner matrices.
dc.description15 pages; minor changes
dc.identifierhttps://arxiv.org/abs/0805.3044
dc.identifierhttp://arxiv.org/abs/0805.3044
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/162222
dc.subjectProbability
dc.subjectMathematical Physics
dc.subject60B99; 15A52
dc.titleAsymptotics of Characteristic Polynomials of Wigner Matrices at the Edge of the Spectrum
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