On random matrix averages involving half-integer powers of goe characteristic polynomials

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Abstract

Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian orthogonal ensemble (GOE) frequently arise in applications of random matrix theory (RMT) to physics of quantum chaotic systems, and beyond. We provide an explicit evaluation of the large-$$N$$N limits of a few non-trivial objects of that sort within a variant of the supersymmetry formalism, and via a related but different method. As one of the applications we derive the distribution of an off-diagonal entry $$K_{ab}$$Kab of the resolvent (or Wigner $$K$$K-matrix) of GOE matrices which, among other things, is of relevance for experiments on chaotic wave scattering in electromagnetic resonators.

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Fyodorov, Y. V., & Nock, A. (2015). On random matrix averages involving half-integer powers of goe characteristic polynomials. Journal of Statistical Physics, 159(4), 731–751. https://doi.org/10.1007/s10955-015-1209-x

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