On the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices
成果类型：
Article
署名作者：
Shcherbina, T.
署名单位：
National Academy of Sciences Ukraine; B. Verkin Institute for Low Temperature Physics & Engineering of the National Academy of Sciences of Ukraine
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-012-0433-4
发表日期：
2013
页码：
449-482
关键词：
摘要：
We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices , where A (m,n) is a m x n complex random matrix with independent and identically distributed entries and . We show that for the correlation function of any even order the asymptotic behavior in the bulk and at the edge of the spectrum coincides with those for the Gaussian Unitary Ensemble up to a factor, depending only on the fourth moment of the common probability law of entries , , i.e., the higher moments do not contribute to the above limit.
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