Haake, Fritz and Kus, Marek and Sommers, Hans-Jurgen and Schomerus, Henning and Zyczkowski, Karol (1996) Secular determinants of random unitary matrices. Journal of Physics A-Mathematical and General, 29. p. 3641.
We consider the characteristic polynomials of random unitary matrices U drawn from various circular ensembles. In particular, the statistics of the coefficients of these polynomials are studied. The variances of these `secular coefficients' are given explicitly for arbitrary dimension and continued analytically to arbitrary values of the level repulsion exponent beta. The latter secular coefficients are related to the traces of powers of U by Newton's well known formulae. While the traces tend to have Gaussian distributions and to be statistically independent among one another in the limit as the matrix dimension grows large, the secular coefficients exhibit strong mutual correlations due to Newton's mixing of traces to coefficients. These results might become relevant for current efforts at combining semiclassics and random-matrix theory in quantum treatments of classically chaotic dynamics.
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