Characteristic polynomials of random matrices at edge singularities

Citation
E. Brezin et S. Hikami, Characteristic polynomials of random matrices at edge singularities, PHYS REV E, 62(3), 2000, pp. 3558-3567
Citations number
21
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW E
ISSN journal
1063651X → ACNP
Volume
62
Issue
3
Year of publication
2000
Part
A
Pages
3558 - 3567
Database
ISI
SICI code
1063-651X(200009)62:3<3558:CPORMA>2.0.ZU;2-8
Abstract
We have discussed earlier the correlation functions of the random variables det(lambda-X) in which X is a random matrix. In particular, the moments of the distribution of these random variables are universal functions, when m easured in the appropriate units of the level spacing. When the lambda's, i nstead of belonging to the bulk of the spectrum, approach the edge, a cross over takes place to an Airy or to a Bessel problem, and we consider here th ese modified classes of universality. Furthermore, when an external matrix source is added to the probability distribution of X, various different phe nomenona may occur and one can tune the spectrum of this source matrix to o ther critical points. Again there are remarkably simple formulas for arbitr ary source matrices, which allow us to compute the moments of the character istic polynomials in these cases as well.