Universal behavior for averages of characteristic polynomials at the origin of the spectrum
Vanlessen, M.
arXiv, 0306078 / Harvested from arXiv
It has been shown by Strahov and Fyodorov that averages of products and ratios of characteristic polynomials corresponding to Hermitian matrices of a unitary ensemble, involve kernels related to orthogonal polynomials and their Cauchy transforms. We will show that, for the unitary ensemble $\frac{1}{\hat Z_n}|\det M|^{2\alpha}e^{-nV(M)}dM$ of $n\times n$ Hermitian matrices, these kernels have universal behavior at the origin of the spectrum, as $n\to\infty$, in terms of Bessel functions. Our approach is based on the characterization of orthogonal polynomials together with their Cauchy transforms via a matrix Riemann-Hilbert problem, due to Fokas, Its and Kitaev, and on an application of the Deift/Zhou steepest descent method for matrix Riemann-Hilbert problems to obtain the asymptotic behavior of the Riemann-Hilbert problem.
Publié le : 2003-06-30
Classification:  Mathematical Physics,  Mathematics - Classical Analysis and ODEs
@article{0306078,
     author = {Vanlessen, M.},
     title = {Universal behavior for averages of characteristic polynomials at the
  origin of the spectrum},
     journal = {arXiv},
     volume = {2003},
     number = {0},
     year = {2003},
     language = {en},
     url = {http://dml.mathdoc.fr/item/0306078}
}
Vanlessen, M. Universal behavior for averages of characteristic polynomials at the
  origin of the spectrum. arXiv, Tome 2003 (2003) no. 0, . http://gdmltest.u-ga.fr/item/0306078/