Mixed moments of characteristic polynomials of random unitary matrices

Bailey, Emma and Bettin, Sandro and Blower, Gordon and Conrey, Brian and Prokhorov, Andrey and Rubinstein, Michael and Snaith, Nina (2019) Mixed moments of characteristic polynomials of random unitary matrices. Working Paper. UNSPECIFIED.

[img]
Preview
PDF (AIM_mixed_moments10)
AIM_mixed_moments10.pdf - Published Version

Download (479kB)

Abstract

Following the work of Conrey, Rubinstein and Snaith and Forrester and Witte we examine a mixed moment of the characteristic polynomial and its derivative for matrices from the unitary group $U(N)$ (also known as the CUE) and relate the moment to the solution of a Painlev{\'e} differential equation. We also calculate a simple form for the asymptotic behaviour of moments of logarithmic derivatives of these characteristic polynomials evaluated near the unit circle.

Item Type:
Monograph (Working Paper)
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600
Subjects:
ID Code:
130516
Deposited By:
Deposited On:
17 Jan 2019 11:15
Refereed?:
No
Published?:
Published
Last Modified:
24 Sep 2020 23:48