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


 
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1. Title Title of document On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix
 
2. Creator Author's name, affiliation, country Holger Kösters; University of Bielefeld
 
3. Subject Discipline(s)
 
3. Subject Keyword(s)
 
3. Subject Subject classification 60B99; 15A52
 
4. Description 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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7. Date (YYYY-MM-DD) 2008-08-14
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1400
 
10. Identifier Digital Object Identifier 10.1214/ECP.v13-1400
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 13
 
12. Language English=en
 
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