Fractional moment asymptotics for characteristic polynomials of the real elliptic ensemble

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Let AN,τA_{N,\tau} be a matrix from the real elliptic ensemble with symmetry parameter τ∈(−1,1)\tau\in(-1,1), and let μ\mu lie in the real bulk interval (−(1+τ),1+τ)(-(1+\tau),1+\tau). Let GG denote the Barnes GG-function. Fractional moment asymptotics. For any ℓ∈(−1,∞)\ell\in(-1,\infty),

E∣det⁡(AN,τ−μI)∣ℓ=eNℓ2(μ21+τ−1)Nℓ(ℓ−1)/4Cτ(ℓ)(1+o(1)),\mathbb{E}|\det(A_{N,\tau}-\mu I)|^{\ell}=e^{\frac{N \ell}{2} \left(\frac{\mu^2}{1+\tau}-1\right)}N^{\ell(\ell-1)/4}C_{\tau}(\ell)(1+o(1)),

where

Cτ(ℓ)=((1+τ)ℓ/2(1−τ2)ℓ(ℓ+1)/4)((2π)ℓ/2G(12)2ℓ(ℓ−1)/4G(ℓ2+1)G(ℓ2+12)).C_{\tau}(\ell)=\left(\frac{(1+\tau)^{\ell/2}}{(1-\tau^2)^{\ell(\ell+1)/4}}\right)\left(\frac{(2\pi)^{\ell/2}G\left(\frac{1}{2}\right)}{2^{\ell(\ell-1)/4}G\left(\frac{\ell}{2}+1\right)G\left(\frac{\ell}{2}+\frac{1}{2}\right)}\right).

This extends the corresponding conjecture for the real Ginibre ensemble to the elliptic ensemble and generalizes the preceding integer-moment asymptotics; the fractional-moment regime remains conjectural.

References

Primary source

Pax Kivimae, “Moments of Characteristic Polynomials of Non-Symmetric Random Matrices”, arXiv:2410.07478 (2024).

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