Moments of Characteristic Polynomials and Integrability
[HYBRID WORKSHOP] Connections and Introductory Workshop: Universality and Integrability in Random Matrix Theory and Interacting Particle Systems, Part 1 August 23, 2021 - August 27, 2021
Location: SLMath: Online/Virtual
Primary Mathematics Subject Classification
No Primary AMS MSC
Secondary Mathematics Subject Classification
No Secondary AMS MSC
Moments Of Characteristic Polynomials And Integrability
I will discuss the moments of characteristic polynomials and their derivatives in the context of integrability. Specifically, I will discuss formulae for the moments of the characteristic polynomials of GUE random matrices, and formulae for the joint moments of the characteristic polynomials of CUE random matrices and their derivatives.
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Jon Keating
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Moments Of Characteristic Polynomials And Integrability
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