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Correlations of the characteristic polynomials in the Gaussian unitary ensemble or a singular Hankel determinant

Correlations of the characteristic polynomials in the Gaussian unitary ensemble or a singular Hankel determinant

We obtain large n asymptotics for products of powers of the absolute values of the characteristic polynomials in the Gaussian unitary ensemble (GUE) of (n×n)-matrices. Our results can also be interpreted as asymptotics of the determinant of a Hankel matrix whose symbol is supported on the real line and possesses …