A representation of joint moments of CUE characteristic polynomials in terms of Painlevé functions

We establish a representation of the joint moments of the characteristic polynomial of a CUE random matrix and its derivative in terms of a solution of the -Painlev´e V equation. The derivation involves the analysis of a formula for the joint moments in terms of a determinant of generalised Laguerre...

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Detalles Bibliográficos
Autores principales: Keating, J, Basor, E, Bleher, P, Buckingham, R, Grava, T, Its, A, Its, E
Formato: Journal article
Publicado: IOP Science 2019