Previous Conferences & Workshops

Nov
01
2011

Joint IAS/Princeton University Mathematical Physics Seminar

Characteristic Polynomials of the Hermitian Wigner and Sample Covariance Matrices
Tatyana Shcherbina
4:30pm|S-101

We consider asymptotics of the correlation functions of characteristic polynomials of the hermitian Wigner matrices $H_n=n^{-1/2}W_n$ and the hermitian sample covariance matrices $X_n=n^{-1}A_{m,n}^*A_{m,n}$. We use the integration over the...