Maximum of the characteristic polynomial of random unitary matrices

DOI10.1007/S00220-016-2740-6MaRDI QIDQ507178zbMATH OpenOpenAlexFDO

Authors Louis-Pierre Arguin, David Belius, P. Bourgade

Publication date 3 February 2017

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.07399

zbMATH Keywords

Riemann-Hilbert problemsToeplitz determinantsextreme value statisticscircular unitary ensembleFisher-Hartwig singularitiesrandom unitary matrices

Mathematics Subject Classification ID

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

Abstract: It was recently conjectured by Fyodorov, Hiary and Keating that the maximum of the characteristic polynomial on the unit circle of a $NimesN$ random unitary matrix sampled from the Haar measure grows like $CN/(logN{)}^{3/4}$ for some random variable $C$. In this paper, we verify the leading order of this conjecture, that is, we prove that with high probability the maximum lies in the range $[N^{1-varepsilon},N^{1+varepsilon}]$, for arbitrarily small $varepsilon$. The method is based on identifying an approximate branching random walk in the Fourier decomposition of the characteristic polynomial, and uses techniques developed to describe the extremes of branching random walks and of other log-correlated random fields. A key technical input is the asymptotic analysis of Toeplitz determinants with dimension-dependent symbols. The original argument for these asymptotics followed the general idea that the statistical mechanics of $1/f$-noise random energy models is governed by a freezing transition. We also prove the conjectured freezing of the free energy for random unitary matrices.

Recommendations

• On the characteristic polynomial of a random unitary matrix
• The characteristic polynomial of a random unitary matrix: a probabilistic approach
• On the moments of the moments of the characteristic polynomials of random unitary matrices
• On the joint moments of the characteristic polynomials of random unitary matrices
• Mixed moments of characteristic polynomials of random unitary matrices
• Maximum of the characteristic polynomial for a random permutation matrix
• The characteristic polynomial of a random matrix
• On the distribution of the maximum value of the characteristic polynomial of GUE random matrices
• Moments of moments of characteristic polynomials of random unitary matrices and lattice point counts

Cites work

• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 1284258 (Why is no real title available?)
• scientific article; zbMATH DE number 1464566 (Why is no real title available?)
• scientific article; zbMATH DE number 1889798 (Why is no real title available?)
• scientific article; zbMATH DE number 3329342 (Why is no real title available?)
• Asymptotics of Toeplitz, Hankel, and Toeplitz+Hankel determinants with Fisher-Hartwig singularities
• Asymptotics of orthogonal polynomials with respect to an analytic weight with algebraic singularities on the circle
• Ballot theorems, old and new
• Bounds for the Stieltjes transform and the density of states of Wigner matrices
• Convergence in law of the maximum of nonlattice branching random walk
• Convergence in law of the maximum of the two-dimensional discrete Gaussian free field
• Convergence in law of the minimum of a branching random walk
• Convergence of the centered maximum of log-correlated Gaussian fields
• Counting function fluctuations and extreme value threshold in multifractal patterns: the case study of an ideal \(1/f\) noise
• Cover times for Brownian motion and random walks in two dimensions
• Derrida's generalized random energy models. II: Models with continuous hierarchies
• Derrida's random energy models. From spin glasses to the extremes of correlated random fields
• Entropic repulsion and the maximum of the two-dimensional harmonic crystal.
• Extreme gaps between eigenvalues of random matrices
• Extreme local extrema of two-dimensional discrete Gaussian free field
• Extreme values for two-dimensional discrete Gaussian free field
• Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble
• Freezing and extreme-value statistics in a random energy model with logarithmically correlated potential
• Freezing transitions and extreme values: random matrix theory, \(\zeta(\frac12 +\mathrm{i}t)\) and disordered landscapes
• Gaussian multiplicative chaos and applications: a review
• Limit theorems for the minimal position in a branching random walk with independent logconcave displacements
• Linear functionals of eigenvalues of random matrices
• Maxima of a randomized Riemann zeta function, and branching random walks
• Maximal displacement of branching brownian motion
• Maximum of a log-correlated Gaussian field
• Mesoscopic fluctuations of the zeta zeros
• Minima in branching random walks
• On the Eigenvalues of Random Matrices
• On the asymptotics of a Toeplitz determinant with singularities
• On the characteristic polynomial of a random unitary matrix
• On the distribution of the maximum value of the characteristic polynomial of GUE random matrices
• Poisson-Dirichlet statistics for the extremes of a log-correlated Gaussian field
• Poisson-Dirichlet statistics for the extremes of the two-dimensional discrete Gaussian free field
• Polymers on disordered trees, spin glasses, and traveling waves.
• Random matrix theory and \(\zeta(1/2+it)\).
• Rigidity of eigenvalues of generalized Wigner matrices
• Spectral functions, special functions and the Selberg zeta function
• Statistical mechanics of logarithmic REM: duality, freezing and extreme value statistics of 1/f noises generated by Gaussian free fields
• The characteristic polynomial of a random unitary matrix and Gaussian multiplicative chaos -- the L^2-phase
• The subleading order of two dimensional cover times
• Tightness for a family of recursion equations
• Tightness of the recentered maximum of the two-dimensional discrete Gaussian free field
• Toeplitz determinants with merging singularities

Cited in

(71)

• Gaussian fluctuations of the determinant of Wigner matrices
• Extremal statistics of quadratic forms of GOE/GUE eigenvectors
• Law of large numbers for the maximum of the two-dimensional Coulomb gas potential
• Uniform asymptotics of Toeplitz determinants with Fisher-Hartwig singularities
• On the rightmost eigenvalue of non-Hermitian random matrices
• The phase diagram of the complex branching Brownian motion energy model
• High points of branching Brownian motion and McKean's Martingale in the Bovier-Hartung extremal process
• The Fyodorov-Bouchaud formula and Liouville conformal field theory
• Asymptotics of Muttalib-Borodin determinants with Fisher-Hartwig singularities
• Global rigidity and exponential moments for soft and hard edge point processes
• Upper bounds for the maximum deviation of the Pearcey process
• Precise asymptotics for the spectral radius of a large random matrix
• Moments of the Riemann zeta function on short intervals of the critical line
• Voting models and semilinear parabolic equations
• Maximum of the characteristic polynomial for a random permutation matrix
• Extreme gaps between eigenvalues of Wigner matrices
• On the generating function of the Pearcey process
• Maxima of branching random walks with piecewise constant variance
• The distribution of overlaps between eigenvectors of Ginibre matrices
• 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
• The law of large numbers for the maximum of almost Gaussian log-correlated fields coming from random matrices
• Toeplitz determinants with merging singularities
• On the moments of the moments of the characteristic polynomials of random unitary matrices
• Maximum and coupling of the sine-Gordon field
• Imaginary multiplicative chaos: moments, regularity and connections to the Ising model
• Band-limited mimicry of point processes by point processes supported on a lattice
• A CLT for the characteristic polynomial of random Jacobi matrices, and the G\(\beta\)E
• Maximum of the Ginzburg-Landau fields
• Extremes of the 2d scale-inhomogeneous discrete Gaussian free field: extremal process in the weakly correlated regime
• The maximum of the CUE field
• On the maximum of the C\(\beta\)E field
• The maximum deviation of the \(\mathrm{sine}_\beta\) counting process
• Hierarchical structure in the trace formula*
• How much can the eigenvalues of a random Hermitian matrix fluctuate?
• Extreme value statistics of correlated random variables: a pedagogical review
• Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications
• Large gap asymptotics for Airy kernel determinants with discontinuities
• Secular coefficients and the holomorphic multiplicative chaos
• Geometry of the Gibbs measure for the discrete 2D Gaussian free field with scale-dependent variance
• Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime
• Extending the characteristic polynomial for characterization of C\(_{20}\) fullerene congeners
• Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime
• The Riemann zeta function and Gaussian multiplicative chaos: statistics on the critical line
• Extremes of the 2d scale-inhomogeneous discrete Gaussian free field: convergence of the maximum in the regime of weak correlations
• Maximum of the characteristic polynomial of the Ginibre ensemble
• Universality of the minimum modulus for random trigonometric polynomials
• Optimal local law and central limit theorem for \(\beta\)-ensembles
• Toeplitz determinants with a one-cut regular potential and Fisher-Hartwig singularities. I: Equilibrium measure supported on the unit circle
• On the characteristic polynomial of a random unitary matrix
• Extreme values of CUE characteristic polynomials: a numerical study
• The distribution of values of zeta and \(L\)-functions
• Large N two-dimensional Yang–Mills fields for the spectral behavior of Brownian particles and relativistic many-body systems
• Multiplicative chaos measures from thick points of log-correlated fields
• Multiplicative chaos and the characteristic polynomial of the CUE: The 𝐿¹-phase
• On the distribution of the maximum value of the characteristic polynomial of GUE random matrices
• Eigenvalues of random matrices from compact classical groups in Wasserstein metric
• The characteristic polynomial of a random unitary matrix and Gaussian multiplicative chaos -- the L^2-phase
• Freezing transitions and extreme values: random matrix theory, \(\zeta(\frac12 +\mathrm{i}t)\) and disordered landscapes
• The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity
• On the moments of the moments of the characteristic polynomials of Haar distributed symplectic and orthogonal matrices
• The extremal landscape for the \(\mathrm{C}\beta\mathrm{E}\) ensemble
• Random Hermitian matrices and Gaussian multiplicative chaos
• A simple backward construction of branching Brownian motion with large displacement and applications
• Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
• Maxima of log-correlated fields: some recent developments*
• Multiscale coupling and the maximum of \(\mathcal{P}(\phi)_2\) models on the torus
• On the moments of moments of random matrices and Ehrhart polynomials
• On Cramér-von Mises statistic for the spectral distribution of random matrices
• A sharp rate of convergence for the empirical spectral measure of a random unitary matrix
• Moments of moments and branching random walks

This page was built for publication: Maximum of the characteristic polynomial of random unitary matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q507178)