Year: 2010
Type: preprint
Abstract: We consider the Wigner ensemble of Hermitian n-dimensional random matrices and study the correlation function K(s',s") of their moments in the limit when the numbers s', s" of the moments are proportional to n to the power 2/3. We show that the limiting expression of K does not depend on the moments of the random matrix elements. The proof is based on a combination of the arguments by Ya. Sinai and A. Soshnikov with the detailed study of a moment analog of the Inverse Participation Ratio of the Gaussian Unitary Invariant Ensemble (GUE).
Source: arXiv (Cornell University)
Author: Khorunzhiy, Oleksiy
Institution: Laboratoire de Mathématiques de Versailles
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2059218296