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On the correlation function of the characteristic polynomials of the hermitian Wigner ensemble (1006.2536v1)
Published 13 Jun 2010 in math-ph and math.MP
Abstract: We consider the asymptotics of the correlation functions of the characteristic polynomials of the hermitian Wigner matrices $H_n=n{-1/2}W_n$. We show that for the correlation function of any even order the asymptotic coincides with this for the GUE up to a factor, depending only on the forth moment of the common probability law $Q$ of entries $\Im W_{jk}$, $\Re W_{jk}$, i.e. that the higher moments of $Q$ do not contribute to the above limit.
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