# On the moments of the characteristic polynomial of a Ginibre random   matrix

**Authors:** Christian Webb, Mo Dick Wong

arXiv: 1704.04102 · 2018-12-26

## TL;DR

This paper analyzes the large N asymptotics of complex moments of the characteristic polynomial of Ginibre matrices, revealing new asymptotic formulas involving Fisher-Hartwig singularities in a two-dimensional setting.

## Contribution

It provides the first known asymptotic analysis of a moment matrix determinant with a Fisher-Hartwig singularity supported on the entire complex plane.

## Key findings

- Derived asymptotics for the complex moments of Ginibre matrices' characteristic polynomial.
- Connected the problem to orthogonal polynomials with Fisher-Hartwig weights.
- Extended understanding of Toeplitz and Hankel determinant asymptotics with singularities.

## Abstract

In this article we study the large $N$ asymptotics of complex moments of the absolute value of the characteristic polynomial of a $N\times N$ complex Ginibre random matrix with the characteristic polynomial evaluated at a point in the unit disk. More precisely, we calculate the large $N$ asymptotics of $\mathbb{E}|\det(G_N-z)|^{\gamma}$, where $G_N$ is a $N\times N$ matrix whose entries are i.i.d and distributed as $N^{-1/2}Z$, $Z$ being a standard complex Gaussian, $\mathrm{Re}(\gamma)>-2$, and $|z|<1$. This expectation is proportional to the determinant of a complex moment matrix with a symbol which is supported in the whole complex plane and has a Fisher-Hartwig type of singularity: $\det(\int_\mathbb{C} w^{i}\overline{w}^j |w-z|^\gamma e^{-N|w|^{2}}d^2 w)_{i,j=0}^{N-1}$. We study the asymptotics of this determinant using recent results due to Lee and Yang concerning the asymptotics of orthogonal polynomials with respect to the weight $|w-z|^\gamma e^{-N|w|^2}d^2 w$ along with differential identities familiar from the study of asymptotics of Toeplitz and Hankel determinants with Fisher-Hartwig singularities. To our knowledge, even in the case of one singularity, the asymptotics of the determinant of such a moment matrix whose symbol has support in a two-dimensional set and a Fisher-Hartwig singularity, have been previously unknown.

## Full text

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## Figures

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## References

31 references — full list in the complete paper: https://tomesphere.com/paper/1704.04102/full.md

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Source: https://tomesphere.com/paper/1704.04102