The characteristic polynomial of a random unitary matrix: a probabilistic approach

DOI10.1215/00127094-2008-046zbMath1155.15025arXiv0706.0333OpenAlexW2118405177MaRDI QIDQ953965

Marc Yor, C. P. Hughes, Ashkan Nikeghbali, Paul Bourgade

Publication date: 7 November 2008

Published in: Duke Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0706.0333

zbMATH Keywords

unitary groupcharacteristic polynomialcentral limit theoremrandom unitary matrix

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52)

Related Items (25)

Winding number statistics for chiral random matrices: Averaging ratios of determinants with parametric dependence ⋮ Conditional Haar measures on classical compact groups ⋮ The characteristic polynomial on compact groups with Haar measure: Some equalities in law ⋮ Winding number statistics for chiral random matrices: Averaging ratios of parametric determinants in the orthogonal case ⋮ Riemann zeros and random matrix theory ⋮ Characteristic polynomials of random truncations: Moments, duality and asymptotics ⋮ The characteristic polynomial of a random permutation matrix at different points ⋮ Hurwitz and the origins of random matrix theory in mathematics ⋮ Metric and classical fidelity uncertainty relations for random unitary matrices ⋮ Mod-ϕ Convergence, II: Estimates on the Speed of Convergence ⋮ Mod-Gaussian convergence for random determinants ⋮ The rational approximations of the unitary groups ⋮ Statistics of Hecke eigenvalues for \(\mathrm{GL}(n)\) ⋮ Linear statistics of point processes via orthogonal polynomials ⋮ Limit theorems for orthogonal polynomials related to circular ensembles ⋮ The circular unitary ensemble and the Riemann zeta function: the microscopic landscape and a new approach to ratios ⋮ Limits for circular Jacobi beta-ensembles ⋮ On the maximum of the C\(\beta\)E field ⋮ Powers of Ginibre eigenvalues ⋮ Characteristic polynomials of modified permutation matrices at microscopic scale ⋮ h-Transforms and Orthogonal Polynomials ⋮ Limit Operators for Circular Ensembles ⋮ Ewens Measures on Compact Groups and Hypergeometric Kernels ⋮ Strong convergence of eigenangles and eigenvectors for the circular unitary ensemble ⋮ Quantum Chaos, Random Matrix Theory, and the Riemann ζ-function

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• How to generate random matrices from the classical compact groups
• The Barnes G function and its relations with sums and products of generalized gamma convolution variables
• The Subgroup Algorithm for Generating Uniform Random Variables
• On certain self-decomposable distributions
• On the Law of the Iterated Logarithm for a Sequence of Independent Random Variables
• Exercises in Probability
• Random matrix theory and \(L\)-functions at \(s=1/2\).
• Random matrix theory and \(\zeta(1/2+it)\).
• On the characteristic polynomial of a random unitary matrix

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