A RECURSION FORMULA FOR MOMENTS OF DERIVATIVES OF RANDOM MATRIX POLYNOMIALS

We give asymptotic formulae for random matrix averages of derivatives of characteristic polynomials over the groups USp(2N), SO(2N) and O⁻(2N). These averages are used to predict the asymptotic formulae for moments of derivatives of L-functions which arise in number theory. Each formula gives the leading constant of the asymptotic in terms of determinants of hypergeometric functions. We find a differential recurrence relation between these determinants that allows the rapid computation of the (k+1)st constant in terms of the kth and (k−1)st. This recurrence is reminiscent of a Toda lattice equation arising in the theory of τ-functions associated with Painlevé differential equations.