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Derivative moments for characteristic polynomials from the CUE

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journal contribution
posted 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.

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.

Publisher

© Springer-Verlag

Version

  • AM (Accepted Manuscript)

Publication date

2012

Notes

The final publication is available at Springer via http://dx.doi.org/10.1007/s00220-012-1512-1

ISSN

0010-3616

Language

  • en

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