Maximum of the characteristic polynomial for a random permutation matrix

DOI10.1002/CPA.21899MaRDI QIDQ5120975zbMATH OpenOpenAlexFDO

Authors Nicholas A. Cook, Ofer Zeitouni

Publication date 16 September 2020

Published in Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1806.07549

zbMATH Keywords

law of large numbersrandom permutation matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15)

Abstract: Let $P_N$ be a uniform random $NimesN$ permutation matrix and let $ch{i}_N(z)=det(z{I}_N-P_N)$ denote its characteristic polynomial. We prove a law of large numbers for the maximum modulus of $ch{i}_N$ on the unit circle, specifically, [ sup_{|z|=1}|chi_N(z)|= N^{x_0 + o(1)} ] with probability tending to one as $Noinfty$, for a numerical constant $x_{0}approx0.652$. The main idea of the proof is to uncover a logarithmic correlation structure for the distribution of (the logarithm of) $ch{i}_N$, viewed as a random field on the circle, and to adapt a well-known second moment argument for the maximum of the branching random walk. Unlike the well-studied emph{CUE field} in which $P_N$ is replaced with a Haar unitary, the distribution of $ch{i}_N(e^{2piit})$ is sensitive to Diophantine properties of the point $t$. To deal with this we borrow tools from the Hardy--Littlewood circle method in analytic number theory.

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Cited in

(14)

• On the dependence of the maximum cycle mean of a matrix on permutations of the rows and columns
• The characteristic polynomial of a random permutation matrix.
• On the maximum of the C\(\beta\)E field
• How much can the eigenvalues of a random Hermitian matrix fluctuate?
• On Cramér-von Mises statistic for the spectral distribution of random matrices
• Maximum and coupling of the sine-Gordon field
• Maximum of the characteristic polynomial of the Ginibre ensemble
• The characteristic polynomial of a random permutation matrix at different points
• The maximum of the CUE field
• Universality of the minimum modulus for random trigonometric polynomials
• Maximum of the characteristic polynomial of random unitary matrices
• Maximum of the characteristic polynomial of i.i.d. matrices
• Universality of Poisson-Dirichlet law for log-correlated Gaussian fields via level set statistics
• Optimal rigidity and maximum of the characteristic polynomial of Wigner matrices

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