Joint moments of derivatives of characteristic polynomials

Abstract

We investigate the joint moments of the $2k$-th power of the characteristic polynomial of random unitary matrices with the $2h$-th power of the derivative of this same polynomial. We prove that for a fixed $h$, the moments are given by rational functions of $k$, up to a well-known factor that already arises when $h=0$.

We fully describe the denominator in those rational functions (this had already been done by Hughes experimentally), and define the numerators through various formulas, mostly sums over partitions.

We also use this to formulate conjectures on joint moments of the zeta function and its derivatives, or even the same questions for the Hardy function, if we use a “real” version of characteristic polynomials.

Our methods should easily be applied to other similar problems, for instance with higher derivatives of characteristic polynomials.

More data and computer programs are available as expanded content.