On absolute moments of characteristic polynomials of a certain class of complex random matrices
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Integer moments of the spectral determinant | det(zI −W)| 2 of complex random matrices W are obtained in terms of the characteristic polynomial of the Hermitian matrix WW∗ for the class of matrices W = AU where A is a given matrix and U is random unitary. This work is motivated by studies of complex eigenvalues of random matrices and potential applications of the obtained results in this context are discussed.
AuthorsFyodorov, YV; Khoruzhenko, BA
- Applied Mathematics