On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix

H. Kösters

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arXiv · 0803.0932

On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix

H. Kösters

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Abstract

We consider the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a real symmetric random matrix. Our main result is that the existing result for a random matrix from the Gaussian Orthogonal Ensemble essentially continues to hold for a general real symmetric Wigner matrix.

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H. Kösters. 2008-03-06. On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix. https://arxiv.org/abs/0803.0932

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