On the distribution of the maximum value of the characteristic polynomial of GUE random matrices

DOI10.1088/0951-7715/29/9/2837zbMath1350.15020arXiv1503.07110OpenAlexW3102648685MaRDI QIDQ2821964

Yan. V. Fyodorov, Nicholas J. Simm

Publication date: 26 September 2016

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.07110

zbMATH Keywords

Gaussian processescharacteristic polynomialrandom matrixGaussian unitary ensembleGaussian free fieldextreme valuemultiplicative chaoslogarithmically correlated processesFisher-Hartwig asymptotics

Mathematics Subject Classification ID

Gaussian processes (60G15) Random matrices (probabilistic aspects) (60B20) Extreme value theory; extremal stochastic processes (60G70) Random measures (60G57) Random matrices (algebraic aspects) (15B52)

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