Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes

DOI10.1007/s10955-016-1536-6zbMath1347.60059arXiv1511.04258OpenAlexW3103126198WikidataQ59469184 ScholiaQ59469184MaRDI QIDQ315657

Pierre Le Doussal, Yan. V. Fyodorov

Publication date: 22 September 2016

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.04258

zbMATH Keywords

fractional Brownian motionrandom matricesreplica methodGaussian unitary ensembleJack polynomialslog-correlated Gaussian processesminima statistics

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Random matrices (probabilistic aspects) (60B20) Extreme value theory; extremal stochastic processes (60G70)

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