Derivative Moments for Characteristic Polynomials from the CUE |
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Authors: | B Winn |
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Institution: | 1. Department of Mathematical Sciences, Loughborough University, Loughborough, LE11 3TU, UK
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Abstract: | We calculate joint moments of the characteristic polynomial of a random unitary matrix from the circular unitary ensemble and its derivative in the case that the power in the moments is an odd positive integer. The calculations are carried out for finite matrix size and in the limit as the size of the matrices goes to infinity. The latter asymptotic calculation allows us to prove a long-standing conjecture from random matrix theory. |
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