The Riemann zeta function and Gaussian multiplicative chaos: statistics on the critical line

DOI10.1214/20-AOP1433MaRDI QIDQ2212608zbMATH OpenOpenAlexWikidataFDO

Authors Eero Saksman, Christian Webb

Publication date 24 November 2020

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1609.00027, https://projecteuclid.org/euclid.aop/1603180864

zbMATH Keywords

critical lineGaussian approximationmultiplicative chaosRiemann zeta functionstatistical behavior

Mathematics Subject Classification ID

(zeta (s)) and (L(s, chi)) (11M06) Relations with random matrices (11M50) Gaussian processes (60G15) Random measures (60G57)

Abstract: We prove that if $omega$ is uniformly distributed on $[0,1]$, then as $Toinfty$, $tmapstozeta(iomegaT+it+1/2)$ converges to a non-trivial random generalized function, which in turn is identified as a product of a very well behaved random smooth function and a random generalized function known as a complex Gaussian multiplicative chaos distribution. This demonstrates a novel rigorous connection between number theory and the theory of multiplicative chaos -- the latter is known to be connected to many other areas of mathematics. We also investigate the statistical behavior of the zeta function on the mesoscopic scale. We prove that if we let $delt{a}_T$ approach zero slowly enough as $Toinfty$, then $tmapstozeta(1/2+idelt{a}_{T}t+iomegaT)$ is asymptotically a product of a divergent scalar quantity suggested by Selberg's central limit theorem and a strictly Gaussian multiplicative chaos. We also prove a similar result for the characteristic polynomial of a Haar distributed random unitary matrix, where the scalar quantity is slightly different but the multiplicative chaos part is identical. This essentially says that up to scalar multiples, the zeta function and the characteristic polynomial of a Haar distributed random unitary matrix have an identical distribution on the mesoscopic scale.

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