Moments of the Characteristic Polynomial in the Three Ensembles of Random Matrices

Abstract

Moments of the characteristic polynomial of a random matrix taken from any of the three ensembles, orthogonal, unitary or symplectic, are given either as a determinant or a pfaffian or as a sum of determinants. For gaussian ensembles comparing the two expressions of the same moment one gets two remarkable identities, one between an $n\times n$ determinant and an $m\times m$ determinant and another between the pfaffian of a $2n\times 2n$ anti-symmetric matrix and a sum of $m\times m$ determinants.

Locations

• arXiv (Cornell University) - View - PDF
• HAL (Le Centre pour la Communication Scientifique Directe) - View - PDF
• Pure and applied mathematics - View