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Author Kösters, Holger
Source arXiv.org
Content type Text
File Format PDF
Date of Submission 2008-05-20
Language English
Subject Domain (in DDC) Computer science, information & general works ♦ Natural sciences & mathematics ♦ Mathematics ♦ Physics
Subject Keyword Mathematics - Probability ♦ Mathematical Physics ♦ 60B99 ♦ 15A52 ♦ math ♦ physics:math-ph
Abstract We 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.
Educational Use Research
Learning Resource Type Article
Page Count 15


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