Joint moments of derivatives of characteristic polynomials of random symplectic and orthogonal matrices

Abstract

We investigate the joint moments of derivatives of characteristic polynomials over the unitary symplectic group $Sp(2N)$ and the orthogonal ensembles $SO(2N)$ and $O^-(2N)$. We prove asymptotic formulae for the joint moments of the $n_1$-th and $n_2$-th derivatives of the characteristic polynomials for all three matrix ensembles. Our results give two explicit formulae for each of the leading order coefficients, one in terms of determinants of hypergeometric functions and the other as combinatorial sums over partitions. We use our results to put forward conjectures on the joint moments of derivatives of $L$-functions with symplectic and orthogonal symmetry.