26 research outputs found
Derivative moments for characteristic polynomials from the CUE
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.Comment: 31 pages, 3 figure