On the distribution of the maximum value of the characteristic polynomial of GUE random matrices (Q2821964)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the distribution of the maximum value of the characteristic polynomial of GUE random matrices |
scientific article |
Statements
On the distribution of the maximum value of the characteristic polynomial of GUE random matrices (English)
0 references
26 September 2016
0 references
random matrix
0 references
extreme value
0 references
characteristic polynomial
0 references
Gaussian free field
0 references
multiplicative chaos
0 references
Gaussian processes
0 references
Gaussian unitary ensemble
0 references
Fisher-Hartwig asymptotics
0 references
logarithmically correlated processes
0 references