On the moments of characteristic polynomials

Abstract

We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary Ensemble, but discuss other Hermitian ensembles as well. We employ a novel approach to calculate asymptotic formulae for the moments, enabling us to uncover subtle structure not apparent in previous approaches.