The characteristic polynomial of a random unitary matrix: a probabilistic approach

DOI10.1215/00127094-2008-046zbMATH Open1155.15025arXiv0706.0333OpenAlexW2118405177MaRDI QIDQ953965FDOQ953965

Authors: C. P. Hughes, Marc Yor, P. Bourgade, A. Nikeghbali 

Publication date: 7 November 2008

Published in: Duke Mathematical Journal (Search for Journal in Brave)

Abstract: In this paper, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin Fourier transform of such a random polynomial, first obtained by Keating and Snaith, using a simple recursion formula, and from there we are able to obtain the joint law of its radial and angular parts in the complex plane. In particular, we show that the real and imaginary parts of the logarithm of the characteristic polynomial of a random unitary matrix can be represented in law as the sum of independent random variables. From such representations, the celebrated limit theorem obtained by Keating and Snaith is now obtained from the classical central limit theorems of Probability Theory, as well as some new estimates for the rate of convergence and law of the iterated logarithm type results.

Full work available at URL: https://arxiv.org/abs/0706.0333

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zbMATH Keywords

central limit theoremunitary groupcharacteristic polynomialrandom unitary matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cited In (39)

• Fourier transform on high-dimensional unitary groups with applications to random tilings
• Ewens measures on compact groups and hypergeometric kernels
• Strong convergence of eigenangles and eigenvectors for the circular unitary ensemble
• The rational approximations of the unitary groups
• Powers of Ginibre eigenvalues
• Hurwitz and the origins of random matrix theory in mathematics
• Characteristic polynomials of random truncations: Moments, duality and asymptotics
• The characteristic polynomial on compact groups with Haar measure: Some equalities in law
• Dynamics of a rank-one multiplicative perturbation of a unitary matrix
• Characteristic polynomials of modified permutation matrices at microscopic scale
• The multivariate rate of convergence for Selberg's central limit theorem
• Quantum chaos, random matrix theory, and the Riemann \(\zeta\)-function
• A universality theorem for ratios of random characteristic polynomials
• On the maximum of the C\(\beta\)E field
• Winding number statistics for chiral random matrices: Averaging ratios of determinants with parametric dependence
• Random matrix theory and moments of moments of L-functions
• Limit Operators for Circular Ensembles
• On the number of cycles in commutators of random permutations
• Winding number statistics for chiral random matrices: Averaging ratios of parametric determinants in the orthogonal case
• Mod-\(\phi\) convergence. II: Estimates on the speed of convergence
• Statistics of Hecke eigenvalues for \(\mathrm{GL}(n)\)
• h-Transforms and Orthogonal Polynomials
• The limiting characteristic polynomial of classical random matrix ensembles
• Radial parts of Haar measures and probability distributions on the space of rational matrix-valued functions
• On the characteristic polynomial of a random unitary matrix
• Metric and classical fidelity uncertainty relations for random unitary matrices
• Riemann zeros and random matrix theory
• The characteristic polynomial of a random unitary matrix and Gaussian multiplicative chaos -- the \(L^2\)-phase
• Limit theorems for orthogonal polynomials related to circular ensembles
• The circular unitary ensemble and the Riemann zeta function: the microscopic landscape and a new approach to ratios
• The Barnes G function and its relations with sums and products of generalized gamma convolution variables
• The extremal landscape for the \(\mathrm{C}\beta\mathrm{E}\) ensemble
• Limits for circular Jacobi beta-ensembles
• Maximum of the characteristic polynomial of random unitary matrices
• How random is the characteristic polynomial of a random matrix ?
• Linear statistics of point processes via orthogonal polynomials
• Mod-Gaussian convergence for random determinants
• The characteristic polynomial of a random permutation matrix at different points
• Conditional Haar measures on classical compact groups

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