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2008 On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix
Holger Kösters
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Electron. Commun. Probab. 13: 435-447 (2008). DOI: 10.1214/ECP.v13-1400

Abstract

We consider the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a real symmetric random matrix. Our main result is that the existing result for a random matrix from the Gaussian Orthogonal Ensemble, obtained by Brézin and Hikami (2001), essentially continues to hold for a general real symmetric Wigner matrix. To obtain this result, we adapt the approach by Götze and Kösters (2008), who proved the analogous result for the Hermitian case.

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Holger Kösters. "On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix." Electron. Commun. Probab. 13 435 - 447, 2008. https://doi.org/10.1214/ECP.v13-1400

Information

Accepted: 14 August 2008; Published: 2008
First available in Project Euclid: 6 June 2016

zbMATH: 1189.60019
MathSciNet: MR2430711
Digital Object Identifier: 10.1214/ECP.v13-1400

Subjects:
Primary: 60B99
Secondary: 15A52

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