A limiting characteristic polynomial of some random matrix ensembles
We prove a general limit theorem for the convergence of random entire functions with zeros that are point processes tending to the sine-kernel process. In particular we demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, a...
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Published in: | Annales Henri Poincaré |
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Main Authors: | , , , , |
Format: | Journal Article |
Language: | English |
Published: |
Springer Verlag
2019
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Subjects: | |
Online Access: | Get full text |
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Summary: | We prove a general limit theorem for the convergence of random entire functions with zeros that are point processes tending to the sine-kernel process. In particular we demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. |
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ISSN: | 1424-0637 1424-0661 |
DOI: | 10.1007/s00023-019-00769-4 |