Abstract
We obtain large asymptotics for products of powers of the absolute values of the characteristic polynomials in the Gaussian unitary ensemble (GUE) of ()-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 power-like (Fisher-Hartwig) singularities
Citation
I. V. Krasovsky. "Correlations of the characteristic polynomials in the Gaussian unitary ensemble or a singular Hankel determinant." Duke Math. J. 139 (3) 581 - 619, 15 September 2007. https://doi.org/10.1215/S0012-7094-07-13936-X
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