Freezing transitions and extreme values: random matrix theory, (12 +it) and disordered landscapes

DOI10.1098/RSTA.2012.0503MaRDI QIDQ2945359zbMATH OpenOpenAlexWikidataFDO

Authors J. P. Keating, Y. V. Fyodorov

Publication date 9 September 2015

Published in Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.6063

zbMATH Keywords

Riemann zeta functionrandom matrix theoryextreme values

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Random matrices (algebraic aspects) (15B52) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Relations with random matrices (11M50)

Abstract: We argue that the freezing transition scenario, previously conjectured to occur in the statistical mechanics of 1/f-noise random energy models, governs, after reinterpretation, the value distribution of the maximum of the modulus of the characteristic polynomials p_N( heta) of large N imes N random unitary (CUE) matrices; i.e. the extreme value statistics of p_N( heta) when N ightarrowinfty. In addition, we argue that it leads to multifractal-like behaviour in the total length mu_N(x) of the intervals in which |p_N( heta)|>N^x, x>0, in the same limit. We speculate that our results extend to the large values taken by the Riemann zeta-function zeta(s) over stretches of the critical line s=1/2+it of given constant length, and present the results of numerical computations of the large values of zeta(1/2+it). Our main purpose is to draw attention to the unexpected connections between these different extreme value problems.

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