2. Expectations of Characteristic Polynomials
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Problem 2.1.
Identify whether or not there exists an integrable system (by the usual accepted criteria) underlying \[\mathbb{E}_{A\in U(N)}\left(|Z|^{2k-2h}|Z^\prime|^{2h}\right),\]
where $Z=\det(I-\lambda A)$. -
Problem 2.2.
Consider the expectation given in 2.1. For $h=k$, formulate a conjecture for $k\in\mathbb{R}$ -
Problem 2.5.
How would the conclusions change if one replaces $\mathbb{E}_{A\in U(N)}$ by an average over the other classical groups? -
Problem 2.6.
Calculate $\mathbb{E}\left|\frac{Z\prime}{Z}\right|^{2k}_{\theta+i\varepsilon}$ - is this related to Painlevé?
Cite this as: AimPL: Painleve equations and their applications, available at http://aimpl.org/painleveapp.