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arXiv · 1902.09390

On the Correlation Functions of the Characteristic Polynomials of Non-Hermitian Random Matrices with Independent Entries

Ievgenii Afanasiev
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Abstract

The paper is concerned with the asymptotic behavior of the correlation functions of the characteristic polynomials of non-Hermitian random matrices with independent entries. It is shown that the correlation functions behave like that for the Complex Ginibre Ensemble up to a factor depending only on the fourth absolute moment of the common probability law of the matrix entries.

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Ievgenii Afanasiev. 2019-02-25. On the Correlation Functions of the Characteristic Polynomials of Non-Hermitian Random Matrices with Independent Entries. https://doi.org/10.1007/s10955-019-02353-w

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