The Barnes G function and its relations with sums and products of generalized gamma convolution variables

DOI10.1214/ECP.V14-1488zbMATH Open1189.60073arXiv0707.3187OpenAlexW2040691236MaRDI QIDQ1038982FDOQ1038982

Authors: A. Nikeghbali, Marc Yor 

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We give a probabilistic interpretation for the Barnes G-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keating-Snaith for the Riemann zeta function, via the analogy with the characteristic polynomial of random unitary matrices. We show that the Mellin transform of the characteristic polynomial of random unitary matrices and the Barnes G-function are intimately related with products and sums of gamma, beta and log-gamma variables. In particular, we show that the law of the modulus of the characteristic polynomial of random unitary matrices can be expressed with the help of products of gamma or beta variables, and that the reciprocal of the Barnes G-function has a L'{e}vy-Khintchin type representation. These results lead us to introduce the so called generalized gamma convolution variables.

Full work available at URL: https://arxiv.org/abs/0707.3187

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zbMATH Keywords

random matricesbeta-gamma algebraBarnes G-functioncharacteristic polynomials of random unitary matricesgeneralized gamma convolution variables

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Limit theorems in probability theory (60F99)

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