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Derivative moments for characteristic polynomials from the CUE

105   0   0.0 ( 0 )
 نشر من قبل Brian Winn
 تاريخ النشر 2011
  مجال البحث
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 تأليف B. Winn




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We calculate joint moments of the characteristic polynomial of a random unitary matrix from the circular unitary ensemble and its derivative in the case that the power in the moments is an odd positive integer. The calculations are carried out for finite matrix size and in the limit as the size of the matrices goes to infinity. The latter asymptotic calculation allows us to prove a long-standing conjecture from random matrix theory.



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