On the joint moments of the characteristic polynomials of random unitary matrices
We establish the asymptotics of the joint moments of the characteristic polynomial of a random unitary matrix and its derivative for general real values of the exponents, proving a conjecture made by Hughes [ 40] in 2001. Moreover, we give a probabilistic representation for the leading order coeffic...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Oxford University Press
2021
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