How to cite item

On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix

   
@article{ECP1400,
	author = {Holger Kösters},
	title = {On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {13},
	year = {2008},
	keywords = {},
	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.},
	pages = {no. 42, 435-447},
	issn = {1083-589X},
	doi = {10.1214/ECP.v13-1400},    
        url = {http://ecp.ejpecp.org/article/view/1400}}