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Correlation of characteristic polynomials in random matrix ensembles
Probability| Speaker: | Friedrich Goetze, Bielefeld University |
| Location: | 2112 MSB |
| Start time: | Wed, Apr 15 2009, 4:10PM |
Description
The local spectral distribution of eigenvalues of Wigner
random matrices in the bulk of the spectrum is conjectured to be universal
after suitable scaling with a distribution determined by Gaussian
Wigner matrices.
Here we discuss results concerning the correlation coefficient of
chacteristic polynomials of Wigner matrices which yields in the limit
the correlation kernel of the spectrum of Gaussian matrices. Analoguous
results for other ensembles of random matrices and for correlations of
zeta-functions are discussed. This is joint work with H. Koesters.