The characteristic polynomial of a random unitary matrix: a probabilistic approach
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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.
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- Exercises in Probability
- How to generate random matrices from the classical compact groups
- On certain self-decomposable distributions
- On the Law of the Iterated Logarithm for a Sequence of Independent Random Variables
- On the characteristic polynomial of a random unitary matrix
- Random matrix theory and \(L\)-functions at \(s=1/2\).
- Random matrix theory and \(\zeta(1/2+it)\).
- The Barnes G function and its relations with sums and products of generalized gamma convolution variables
- The Subgroup Algorithm for Generating Uniform Random Variables
Cited in
(41)- The characteristic polynomial of a random permutation matrix at different points
- The multivariate rate of convergence for Selberg's central limit theorem
- Powers of Ginibre eigenvalues
- Limit Operators for Circular Ensembles
- The characteristic polynomial on compact groups with Haar measure: Some equalities in law
- The characteristic polynomial of a random unitary matrix and Gaussian multiplicative chaos -- the \(L^2\)-phase
- Ewens measures on compact groups and hypergeometric kernels
- Riemann zeros and random matrix theory
- Mod-\(\phi\) convergence. II: Estimates on the speed of convergence
- Radial parts of Haar measures and probability distributions on the space of rational matrix-valued functions
- Convergence of the logarithm of the characteristic polynomial of unitary Brownian motion in Sobolev space
- On the characteristic polynomial of a random unitary matrix
- Fourier transform on high-dimensional unitary groups with applications to random tilings
- A universality theorem for ratios of random characteristic polynomials
- Strong convergence of eigenangles and eigenvectors for the circular unitary ensemble
- Dynamics of a rank-one multiplicative perturbation of a unitary matrix
- On the number of cycles in commutators of random permutations
- Characteristic polynomials of modified permutation matrices at microscopic scale
- Quantum chaos, random matrix theory, and the Riemann \(\zeta\)-function
- The rational approximations of the unitary groups
- Hurwitz and the origins of random matrix theory in mathematics
- h-Transforms and Orthogonal Polynomials
- The limiting characteristic polynomial of classical random matrix ensembles
- Mod-Gaussian convergence for random determinants
- Winding number statistics for chiral random matrices: Averaging ratios of determinants with parametric dependence
- Winding number statistics for chiral random matrices: Averaging ratios of parametric determinants in the orthogonal case
- Random matrix theory and moments of moments of L-functions
- How random is the characteristic polynomial of a random matrix ?
- 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
- On the maximum of the C\(\beta\)E field
- Limits for circular Jacobi beta-ensembles
- Statistics of Hecke eigenvalues for \(\mathrm{GL}(n)\)
- Characteristic polynomials of random truncations: Moments, duality and asymptotics
- Maximum of the characteristic polynomial of random unitary matrices
- Linear statistics of point processes via orthogonal polynomials
- Conditional Haar measures on classical compact groups
- The Barnes G function and its relations with sums and products of generalized gamma convolution variables
- Metric and classical fidelity uncertainty relations for random unitary matrices
- On the logarithmic derivative of characteristic polynomials for random unitary matrices
- The extremal landscape for the \(\mathrm{C}\beta\mathrm{E}\) ensemble
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