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

DOI10.1098/RSTA.2012.0503zbMATH Open1330.82028arXiv1211.6063OpenAlexW3121187802WikidataQ41791523 ScholiaQ41791523MaRDI QIDQ2945359FDOQ2945359

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)

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.

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

Recommendations

• Random matrices and the Riemann zeta-function
• Extreme values of CUE characteristic polynomials: a numerical study
• Random matrix theory and \(\zeta(1/2+it)\).
• Maximum of the characteristic polynomial of random unitary matrices
• Random matrix theory and the derivative of the Riemann zeta function

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)

Cites Work

• Gaussian free fields for mathematicians
• The Kardar-Parisi-Zhang equation and universality class
• Title not available (Why is that?)
• Random conformal weldings
• The maximum size of L-functions
• Tightness of the recentered maximum of the two-dimensional discrete Gaussian free field
• On the Eigenvalues of Random Matrices
• Mesoscopic fluctuations of the zeta zeros
• Polymers on disordered trees, spin glasses, and traveling waves.
• Freezing and extreme-value statistics in a random energy model with logarithmically correlated potential
• Entropic repulsion and the maximum of the two-dimensional harmonic crystal.
• Random matrix theory and \(\zeta(1/2+it)\).
• Log-infinitely divisible multifractal processes
• Counting function fluctuations and extreme value threshold in multifractal patterns: the case study of an ideal \(1/f\) noise
• The importance of the Selberg integral
• Selberg integral as a meromorphic function
• On the characteristic polynomial of a random unitary matrix
• Mellin transform of the limit lognormal distribution
• Extremes of the discrete two-dimensional Gaussian free field
• Random-energy model: an exactly solvable model of disordered systems
• Finite-\(N\) fluctuation formulas for random matrices
• Autocorrelation of random matrix polynomials
• An amortized-complexity method to compute the Riemann zeta function
• Title not available (Why is that?)
• A hybrid Euler-Hadamard product for the Riemann zeta function
• Lower order terms in the full moment conjecture for the Riemann zeta function
• Random curves by conformal welding
• Toeplitz Determinants with Singular Generating Functions
• REPRESENTATIONS OF THE GROUP SL(2,R), WHERERIS A RING OF FUNCTIONS
• Asymptotics of spacing distributions at the hard edge for \(\beta\)-ensembles
• Universality classes for extreme-value statistics
• On the correlation of shifted values of the Riemann zeta function
• On the occurrence of the sine kernel in connection with the shifted moments of the Riemann zeta function
• The mean field theory of spin glasses: the heuristic replica approach and recent rigorous results

Cited In (84)

• On the rightmost eigenvalue of non-Hermitian random matrices
• Determinantal point processes conditioned on randomly incomplete configurations
• Characteristic polynomials of random truncations: Moments, duality and asymptotics
• Hierarchical structure in the trace formula*
• Phenomenological formula for quantum Hall resistivity based on the Riemann zeta function
• Secular coefficients and the holomorphic multiplicative chaos
• Convergence of the logarithm of the characteristic polynomial of unitary Brownian motion in Sobolev space
• Better than square-root cancellation for random multiplicative functions
• Multiplicative chaos of the Brownian loop soup
• The distribution of values of zeta and \(L\)-functions
• Multiplicative chaos measures from thick points of log-correlated fields
• A model problem for multiplicative chaos in number theory
• Prime zeta function statistics and Riemann zero-difference repulsion
• Eigenvalues of random matrices from compact classical groups in Wasserstein metric
• Sparse matrices: convergence of the characteristic polynomial seen from infinity
• On the moments of the moments of the characteristic polynomials of Haar distributed symplectic and orthogonal matrices
• Gaussian complex zeroes are not always normal: limit theorems on the disc
• Entropy and freezing in Gaussian models
• Evidence of Random Matrix Corrections for the Large Deviations of Selberg’s Central Limit Theorem
• Extremal statistics of quadratic forms of GOE/GUE eigenvectors
• Gaussian multiplicative chaos for Gaussian orthogonal and symplectic ensembles
• Uniform asymptotics of Toeplitz determinants with Fisher-Hartwig singularities
• Complex patterns in wave functions: drums, graphs and disorder
• Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble
• Is the Riemann zeta function in a short interval a 1-RSB spin glass?
• Voting models and semilinear parabolic equations
• Moments of the Riemann zeta function on short intervals of the critical line
• A theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measures
• Poisson-Dirichlet statistics for the extremes of a randomized Riemann zeta function
• Multiple phases and meromorphic deformations of unitary matrix models
• On the moments of the partition function of the \(C\beta E\) field
• On the extreme values of the Riemann zeta function on random intervals of the critical line
• Imaginary multiplicative chaos: moments, regularity and connections to the Ising model
• On the moments of the moments of the characteristic polynomials of random unitary matrices
• Toeplitz determinants with merging singularities
• Towards rigorous analysis of the Levitov-Mirlin-Evers recursion
• On the maximum of the C\(\beta\)E field
• Extreme value statistics of correlated random variables: a pedagogical review
• How much can the eigenvalues of a random Hermitian matrix fluctuate?
• Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications
• Manifolds pinned by a high-dimensional random landscape: Hessian at the global energy minimum
• A conjectural asymptotic formula for multiplicative chaos in number theory
• Critical Brownian multiplicative chaos
• Title not available (Why is that?)
• Random matrix theory and moments of moments of L-functions
• On the moments of characteristic polynomials
• Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes
• Extremes of the 2d scale-inhomogeneous discrete Gaussian free field: convergence of the maximum in the regime of weak correlations
• The largest fragment of a homogeneous fragmentation process
• The Riemann zeta function and Gaussian multiplicative chaos: statistics on the critical line
• Constants of de Bruijn-Newman type in analytic number theory and statistical physics
• Moments of moments of characteristic polynomials of random unitary matrices and lattice point counts
• Maximum of the characteristic polynomial of the Ginibre ensemble
• High values of disorder-generated multifractals and logarithmically correlated processes
• Optimal local law and central limit theorem for \(\beta\)-ensembles
• High points of a random model of the Riemann-zeta function and Gaussian multiplicative chaos
• Extreme values of CUE characteristic polynomials: a numerical study
• A review of conjectured laws of total mass of Bacry-Muzy GMC measures on the interval and circle and their applications
• The structure of extreme level sets in branching Brownian motion
• Multiplicative chaos and the characteristic polynomial of the CUE: The 𝐿¹-phase
• On the critical-subcritical moments of moments of random characteristic polynomials: a GMC perspective
• Shot noise multifractal model for turbulent pseudo-dissipation
• On Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free field
• Commutators of random matrices from the unitary and orthogonal groups
• Planar Brownian motion and Gaussian multiplicative chaos
• Derrida's random energy models. From spin glasses to the extremes of correlated random fields
• Freezing and decorated Poisson point processes
• On the moments of the moments of \((\zeta(1/2+it)\)
• Hessian spectrum at the global minimum of high-dimensional random landscapes
• Maximum of the characteristic polynomial of random unitary matrices
• Random Hermitian matrices and Gaussian multiplicative chaos
• Extreme value problems in random matrix theory and other disordered systems
• Large deviations and continuity estimates for the derivative of a random model of \(|\zeta|\) on the critical line
• Multiscale coupling and the maximum of \(\mathcal{P}(\phi)_2\) models on the torus
• Maxima of log-correlated fields: some recent developments*
• On the moments of moments of random matrices and Ehrhart polynomials
• Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
• Mod-Gaussian convergence for random determinants
• On Cramér-von Mises statistic for the spectral distribution of random matrices
• Moments of moments and branching random walks
• The sinh-Gordon model beyond the self dual point and the freezing transition in disordered systems
• Freezing and extreme-value statistics in a random energy model with logarithmically correlated potential
• On the Riemann zeta function and Gaussian multiplicative chaos
• A note on moments of limit log-infinitely divisible stochastic measures of Bacry and Muzy

This page was built for publication: Freezing transitions and extreme values: random matrix theory, \(\zeta(\frac12 +\mathrm{i}t)\) and disordered landscapes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2945359)