We consider the asymptotic of the correlation functions of the characteristic polynomials of the hermitian Wigner matrices Hn = n-1/2Wn. We show that for the correlation function of any even order the asymptotic coincides with this for the Gaussian Unitary Ensemble up to a factor, depending only on the fourth moment of the common probability law of entries E Wjk, R Wjk, i. e. that the higher moments do not contribute to the above limit.
All Science Journal Classification (ASJC) codes
- Statistical and Nonlinear Physics
- Mathematical Physics