Fractional moment asymptotics for characteristic polynomials of the real elliptic ensemble

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 (1,)\ell\in(-1,\infty),

Edet(AN,τμI)=eN2(μ21+τ1)N(1)/4Cτ()(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()=((1+τ)/2(1τ2)(+1)/4)((2π)/2G(12)2(1)/4G(2+1)G(2+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.

Sources & referencesView supporting material

Primary source

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

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