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